+163.0%
LITE vs PGR
+13.0%
+150.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.4% |
| 7D | +10.8% | +3.5% | +7.3% | +14.9% |
| 30D | -33.4% | +10.5% | -43.9% | -25.4% |
| 3M | -32.2% | +12.9% | -45.2% | -21.4% |
| 6M | -42.1% | +20.4% | -62.5% | -26.4% |
| YTD | +61.9% | +10.3% | +51.6% | +92.0% |
| 1Y | +163.0% | +12.5% | +150.5% | +236.9% |
| All | +163.0% | +13.0% | +150.0% | +236.9% |
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