+18.8%
PGR vs MCO
+6.7%
+12.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | +1.3% | +5.4% | -4.1% | +0.5% |
| 30D | +10.0% | +13.9% | -4.0% | +8.0% |
| 3M | +9.6% | +6.7% | +2.9% | +8.6% |
| 6M | +18.0% | +13.9% | +4.1% | +15.7% |
| YTD | +9.0% | +1.6% | +7.5% | +8.5% |
| 1Y | +18.8% | +6.9% | +11.9% | +17.2% |
| All | +18.8% | +6.7% | +12.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling