+7,707.7%
MDT vs PGR
+42,507.8%
-34,800.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +0.2% | +4.9% | -4.7% | -1.0% |
| 3M | +14.3% | +7.6% | +6.6% | +11.9% |
| 6M | +4.0% | +8.3% | -4.3% | +1.4% |
| YTD | -3.7% | +1.7% | -5.4% | -4.7% |
| 1Y | -0.4% | -6.8% | +6.5% | +0.6% |
| 3Y | +23.3% | +73.4% | -50.1% | +5.0% |
| 5Y | -18.9% | +161.2% | -180.1% | -39.0% |
| 10Y | +39.2% | +819.5% | -780.3% | -24.5% |
| All | +7,707.7% | +42,507.8% | -34,800.2% | +1,991.1% |
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