+19.7%
TMO vs PGR
+18.4%
+1.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.1% |
| 7D | -4.5% | +1.3% | -5.8% | -4.6% |
| 30D | +3.1% | +10.0% | -6.9% | +2.6% |
| 3M | +17.2% | +9.6% | +7.6% | +16.6% |
| 6M | +45.3% | +18.0% | +27.3% | +45.1% |
| YTD | +17.1% | +9.0% | +8.1% | +18.1% |
| 1Y | +19.7% | +18.8% | +0.9% | +17.7% |
| All | +19.7% | +18.4% | +1.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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