+73.9%
MSFT vs PGR
+159.7%
-85.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.8% | +4.9% | -4.1% | +0.2% |
| 3M | +27.2% | +7.6% | +19.6% | +25.6% |
| 6M | +22.9% | +8.3% | +14.7% | +21.1% |
| YTD | +3.1% | +1.7% | +1.4% | +2.5% |
| 1Y | -0.3% | -6.8% | +6.6% | +0.4% |
| 3Y | +50.1% | +73.4% | -23.4% | +34.0% |
| All | +73.9% | +159.7% | -85.9% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling