+81.7%
MDLZ vs PGR
+825.1%
-743.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | +0.4% | +4.9% | -4.5% | -1.1% |
| 3M | -0.6% | +7.6% | -8.3% | -3.2% |
| 6M | +14.7% | +8.3% | +6.5% | +11.3% |
| YTD | +18.0% | +1.7% | +16.2% | +16.5% |
| 1Y | +4.1% | -6.8% | +11.0% | +5.6% |
| 3Y | -4.6% | +73.4% | -78.0% | -23.0% |
| 5Y | +18.4% | +161.2% | -142.9% | -21.4% |
| All | +81.7% | +825.1% | -743.4% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling