+1,466.9%
PGR vs AMCR
+93.5%
+1,373.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.9% |
| 7D | -0.6% | -6.3% | +5.7% | +0.3% |
| 30D | +4.9% | -7.8% | +12.7% | +6.2% |
| 3M | +7.6% | +7.5% | +0.1% | +6.4% |
| 6M | +8.3% | +2.7% | +5.6% | +7.4% |
| YTD | +1.7% | +6.0% | -4.3% | +0.2% |
| 1Y | -6.8% | +7.8% | -14.6% | -8.6% |
| 3Y | +73.4% | +5.8% | +67.7% | +69.3% |
| 5Y | +161.2% | -11.6% | +172.8% | +161.5% |
| 10Y | +819.5% | +14.6% | +804.9% | +771.4% |
| All | +1,466.9% | +93.5% | +1,373.4% | +1,407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling