+6,923.6%
MCK vs PGR
+13,810.0%
-6,886.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | +0.4% | +4.9% | -4.5% | -1.0% |
| 3M | +12.1% | +7.6% | +4.5% | +9.5% |
| 6M | -5.4% | +8.3% | -13.7% | -7.9% |
| YTD | +7.8% | +1.7% | +6.1% | +6.6% |
| 1Y | +22.9% | -6.8% | +29.8% | +24.4% |
| 3Y | +110.7% | +73.4% | +37.3% | +77.2% |
| 5Y | +346.2% | +161.2% | +185.0% | +228.1% |
| 10Y | +440.1% | +819.5% | -379.3% | +179.2% |
| All | +6,923.6% | +13,810.0% | -6,886.4% | +2,006.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling