+42,231.2%
PGR vs BDX
+5,179.2%
+37,051.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.6% | -3.2% | +2.6% | +0.3% |
| 30D | +4.9% | -2.5% | +7.5% | +5.7% |
| 3M | +7.6% | +21.4% | -13.8% | +1.4% |
| 6M | +8.3% | +10.4% | -2.2% | +4.6% |
| YTD | +1.7% | +18.8% | -17.1% | -4.1% |
| 1Y | -6.8% | +21.7% | -28.5% | -12.9% |
| 3Y | +73.4% | -10.0% | +83.4% | +74.1% |
| 5Y | +161.2% | -1.8% | +163.0% | +153.4% |
| 10Y | +819.5% | +58.8% | +760.7% | +659.7% |
| All | +42,231.2% | +5,179.2% | +37,051.9% | +15,103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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