+42,231.2%
PGR vs AME
+19,037.4%
+23,193.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.4% |
| 7D | -0.6% | +1.7% | -2.4% | -1.2% |
| 30D | +4.9% | -6.4% | +11.4% | +7.0% |
| 3M | +7.6% | +7.1% | +0.6% | +4.8% |
| 6M | +8.3% | +8.2% | +0.1% | +4.6% |
| YTD | +1.7% | +18.2% | -16.4% | -4.7% |
| 1Y | -6.8% | +26.7% | -33.6% | -15.0% |
| 3Y | +73.4% | +60.7% | +12.8% | +44.4% |
| 5Y | +161.2% | +91.6% | +69.6% | +103.8% |
| 10Y | +819.5% | +441.1% | +378.4% | +402.3% |
| All | +42,231.2% | +19,037.4% | +23,193.7% | +9,415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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