+464.6%
MDLZ vs PGR
+3,660.2%
-3,195.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | 0.0% | -2.7% | +2.6% | +0.8% |
| 30D | +1.4% | +0.7% | +0.7% | +1.2% |
| 3M | 0.0% | +7.7% | -7.7% | -2.5% |
| 6M | +9.1% | +4.3% | +4.8% | +7.2% |
| YTD | +17.9% | +0.7% | +17.2% | +16.8% |
| 1Y | +3.2% | -5.7% | +8.9% | +4.1% |
| 3Y | -2.5% | +73.7% | -76.1% | -19.9% |
| 5Y | +17.6% | +158.4% | -140.8% | -16.9% |
| 10Y | +87.9% | +810.5% | -722.6% | -11.5% |
| All | +464.6% | +3,660.2% | -3,195.7% | +73.1% |
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 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