+419.8%
TXN vs PGR
+825.1%
-405.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.6% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | -2.9% | +4.9% | -7.8% | -4.4% |
| 3M | -9.1% | +7.6% | -16.7% | -12.1% |
| 6M | +36.6% | +8.3% | +28.4% | +31.3% |
| YTD | +57.5% | +1.7% | +55.8% | +54.3% |
| 1Y | +49.5% | -6.8% | +56.4% | +50.4% |
| 3Y | +76.5% | +73.4% | +3.1% | +35.8% |
| 5Y | +62.4% | +161.2% | -98.8% | -1.5% |
| All | +419.8% | +825.1% | -405.3% | +102.2% |
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