+42,231.2%
PGR vs HSY
+4,407.1%
+37,824.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | -5.2% | +10.1% | +6.8% |
| 3M | +7.6% | -3.4% | +11.0% | +8.8% |
| 6M | +8.3% | -19.2% | +27.5% | +15.4% |
| YTD | +1.7% | -2.6% | +4.4% | +1.8% |
| 1Y | -6.8% | -3.8% | -3.1% | -6.7% |
| 3Y | +73.4% | -10.6% | +84.1% | +74.6% |
| 5Y | +161.2% | +12.3% | +148.9% | +142.3% |
| 10Y | +819.5% | +129.6% | +689.9% | +570.2% |
| All | +42,231.2% | +4,407.1% | +37,824.1% | +13,316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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