+132,382.9%
MSFT vs PGR
+42,507.8%
+89,875.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +0.8% | +4.9% | -4.1% | -0.8% |
| 3M | +27.2% | +7.6% | +19.6% | +23.5% |
| 6M | +22.9% | +8.3% | +14.7% | +18.7% |
| YTD | +3.1% | +1.7% | +1.4% | +1.4% |
| 1Y | -0.3% | -6.8% | +6.6% | +0.7% |
| 3Y | +50.1% | +73.4% | -23.4% | +20.4% |
| 5Y | +74.6% | +161.2% | -86.6% | +18.6% |
| 10Y | +893.0% | +819.5% | +73.5% | +337.7% |
| All | +132,382.9% | +42,507.8% | +89,875.1% | +25,014.9% |
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