+521.0%
LITE vs PGR
-6.1%
+527.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +1.9% |
| 7D | -1.5% | +0.1% | -1.7% | -1.2% |
| 30D | +6.7% | +2.9% | +3.7% | +10.9% |
| 3M | -6.8% | +12.1% | -18.9% | +7.3% |
| 6M | +29.4% | +3.7% | +25.8% | +40.7% |
| YTD | +139.1% | +2.4% | +136.7% | +158.2% |
| 1Y | +521.0% | -6.4% | +527.4% | +592.9% |
| All | +521.0% | -6.1% | +527.1% | +592.9% |
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