+328.6%
TMO vs PGR
+825.1%
-496.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +1.1% | +4.9% | -3.8% | -0.4% |
| 3M | +28.3% | +7.6% | +20.7% | +24.9% |
| 6M | +23.3% | +8.3% | +15.0% | +19.4% |
| YTD | +5.5% | +1.7% | +3.7% | +3.9% |
| 1Y | +24.5% | -6.8% | +31.4% | +26.0% |
| 3Y | +19.6% | +73.4% | -53.9% | -5.4% |
| 5Y | +8.1% | +161.2% | -153.1% | -30.4% |
| All | +328.6% | +825.1% | -496.5% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling