+18.8%
PGR vs AMCR
+22.8%
-4.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.3% |
| 7D | +1.3% | -2.7% | +4.0% | +1.6% |
| 30D | +10.0% | +9.7% | +0.2% | +9.6% |
| 3M | +9.6% | -2.6% | +12.2% | +9.7% |
| 6M | +18.0% | +25.6% | -7.6% | +17.9% |
| YTD | +9.0% | +14.9% | -5.8% | +8.8% |
| 1Y | +18.8% | +20.5% | -1.7% | +17.3% |
| All | +18.8% | +22.8% | -4.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling