+42,231.2%
PGR vs MKC
+3,326.0%
+38,905.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | +4.9% | -3.1% | +8.1% | +5.9% |
| 3M | +7.6% | +5.2% | +2.5% | +6.0% |
| 6M | +8.3% | -12.8% | +21.1% | +12.1% |
| YTD | +1.7% | -23.3% | +25.0% | +9.0% |
| 1Y | -6.8% | -24.1% | +17.3% | -0.1% |
| 3Y | +73.4% | -32.1% | +105.6% | +89.8% |
| 5Y | +161.2% | -32.8% | +194.0% | +183.0% |
| 10Y | +819.5% | +29.9% | +789.6% | +707.5% |
| All | +42,231.2% | +3,326.0% | +38,905.2% | +20,639.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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