+328.9%
ORCL vs PGR
+825.1%
-496.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -5.4% | -0.6% | -4.7% | -5.2% |
| 30D | -2.0% | +4.9% | -6.9% | -3.3% |
| 3M | -18.1% | +7.6% | -25.7% | -20.7% |
| 6M | -7.2% | +8.3% | -15.5% | -10.7% |
| YTD | -22.2% | +1.7% | -23.9% | -23.9% |
| 1Y | -50.6% | -6.8% | -43.8% | -50.5% |
| 3Y | +22.9% | +73.4% | -50.6% | -5.3% |
| 5Y | +79.3% | +161.2% | -82.0% | +9.0% |
| All | +328.9% | +825.1% | -496.2% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling