+1,245.2%
MU vs PGR
+159.7%
+1,085.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | -4.1% | -0.6% | -3.5% | -4.1% |
| 30D | +7.0% | +4.9% | +2.1% | +7.6% |
| 3M | -2.1% | +7.6% | -9.7% | -1.5% |
| 6M | +133.1% | +8.3% | +124.8% | +134.2% |
| YTD | +241.9% | +1.7% | +240.2% | +245.3% |
| 1Y | +548.8% | -6.8% | +555.6% | +563.8% |
| 3Y | +1,308.2% | +73.4% | +1,234.7% | +1,159.6% |
| All | +1,245.2% | +159.7% | +1,085.4% | +936.4% |
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