+3,409.5%
LITE vs PGR
+946.6%
+2,462.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +3.5% | +7.3% | +10.2% |
| 30D | -33.4% | +10.5% | -43.9% | -34.6% |
| 3M | -32.2% | +12.9% | -45.2% | -33.8% |
| 6M | -42.1% | +20.4% | -62.5% | -44.9% |
| YTD | +61.9% | +10.3% | +51.6% | +56.2% |
| 1Y | +163.0% | +12.5% | +150.5% | +151.8% |
| 3Y | +1,358.0% | +59.3% | +1,298.8% | +1,109.8% |
| 5Y | +549.9% | +173.9% | +376.0% | +311.4% |
| 10Y | +1,530.1% | +837.6% | +692.5% | +533.6% |
| All | +3,409.5% | +946.6% | +2,462.9% | +1,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling