+27,047.9%
PGR vs AZO
+41,743.6%
-14,695.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -3.6% | +3.0% | +0.3% |
| 30D | +4.9% | -5.6% | +10.5% | +6.5% |
| 3M | +7.6% | -6.6% | +14.3% | +9.4% |
| 6M | +8.3% | -22.5% | +30.8% | +15.2% |
| YTD | +1.7% | -15.2% | +16.9% | +5.4% |
| 1Y | -6.8% | -33.9% | +27.1% | +2.9% |
| 3Y | +73.4% | +11.8% | +61.6% | +65.3% |
| 5Y | +161.2% | +85.5% | +75.7% | +114.7% |
| 10Y | +819.5% | +298.2% | +521.3% | +493.8% |
| All | +27,047.9% | +41,743.6% | -14,695.8% | +7,144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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