+1,578.5%
PGR vs AMBA
+796.0%
+782.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.2% |
| 7D | +3.5% | +2.7% | +0.8% | +3.4% |
| 30D | +10.5% | -2.2% | +12.6% | +10.5% |
| 3M | +12.9% | -26.6% | +39.6% | +14.4% |
| 6M | +20.4% | -26.8% | +47.2% | +21.0% |
| YTD | +10.3% | -15.1% | +25.4% | +9.5% |
| 1Y | +12.5% | -32.3% | +44.8% | +13.0% |
| 3Y | +59.3% | +19.8% | +39.5% | +50.3% |
| 5Y | +173.9% | -69.2% | +243.1% | +176.4% |
| 10Y | +837.6% | +0.8% | +836.8% | +706.3% |
| All | +1,578.5% | +796.0% | +782.6% | +1,167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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