+59.3%
PGR vs AMC
-59.1%
+118.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | +3.5% | +3.5% | 0.0% | +3.5% |
| 30D | +10.5% | +12.5% | -2.0% | +10.5% |
| 3M | +12.9% | +23.6% | -10.6% | +12.9% |
| 6M | +20.4% | +144.4% | -123.9% | +20.4% |
| YTD | +10.3% | +108.3% | -98.1% | +10.2% |
| 1Y | +12.5% | +38.9% | -26.4% | +12.4% |
| 3Y | +59.3% | -58.9% | +118.1% | +58.6% |
| All | +59.3% | -59.1% | +118.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling