+1,613.6%
PGR vs AMP
+2,112.0%
-498.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +4.9% | -1.3% | +6.3% | +5.4% |
| 3M | +7.6% | +24.2% | -16.6% | -1.1% |
| 6M | +8.3% | +24.6% | -16.3% | -0.9% |
| YTD | +1.7% | +14.8% | -13.1% | -4.5% |
| 1Y | -6.8% | +12.8% | -19.6% | -12.2% |
| 3Y | +73.4% | +69.0% | +4.5% | +37.2% |
| 5Y | +161.2% | +124.9% | +36.4% | +80.3% |
| 10Y | +819.5% | +583.5% | +236.0% | +262.9% |
| All | +1,613.6% | +2,112.0% | -498.4% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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