+256.9%
HL vs PGR
+825.1%
-568.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -4.4% | -0.6% | -3.7% | -4.2% |
| 30D | +9.3% | +4.9% | +4.4% | +8.2% |
| 3M | +32.0% | +7.6% | +24.3% | +29.2% |
| 6M | -6.4% | +8.3% | -14.7% | -9.1% |
| YTD | +3.1% | +1.7% | +1.4% | +1.7% |
| 1Y | +77.6% | -6.8% | +84.4% | +78.6% |
| 3Y | +392.8% | +73.4% | +319.4% | +304.8% |
| 5Y | +234.1% | +161.2% | +72.9% | +131.2% |
| All | +256.9% | +825.1% | -568.2% | +146.4% |
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