+990.3%
LITE vs PGR
+159.1%
+831.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.3% |
| 7D | +10.4% | -3.4% | +13.9% | +9.9% |
| 30D | +14.0% | +1.8% | +12.2% | +14.6% |
| 3M | +9.7% | +5.9% | +3.7% | +10.8% |
| 6M | +39.2% | +4.6% | +34.7% | +40.7% |
| YTD | +153.9% | +1.1% | +152.8% | +156.5% |
| 1Y | +467.5% | -6.6% | +474.1% | +476.8% |
| 3Y | +1,784.2% | +74.2% | +1,710.0% | +1,726.3% |
| 5Y | +990.3% | +159.5% | +830.8% | +859.9% |
| All | +990.3% | +159.1% | +831.2% | +859.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling