+82.4%
ORCL vs PGR
+159.1%
-76.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -0.7% | -3.4% | +2.7% | -0.7% |
| 30D | +5.1% | +1.8% | +3.3% | +5.0% |
| 3M | -23.7% | +5.9% | -29.7% | -24.2% |
| 6M | +3.1% | +4.6% | -1.5% | +2.4% |
| YTD | -20.8% | +1.1% | -21.8% | -21.0% |
| 1Y | -52.9% | -6.6% | -46.3% | -52.5% |
| 3Y | +25.4% | +74.2% | -48.8% | +12.6% |
| 5Y | +82.4% | +159.5% | -77.1% | +41.5% |
| All | +82.4% | +159.1% | -76.7% | +41.5% |
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