+57.3%
LLY vs PGR
+21.4%
+36.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | +10.1% | +4.1% | +6.0% | +9.6% |
| 30D | +24.0% | +10.4% | +13.6% | +22.9% |
| 3M | +27.3% | +11.4% | +15.9% | +26.0% |
| 6M | +47.0% | +17.9% | +29.0% | +47.1% |
| YTD | +32.6% | +9.8% | +22.8% | +32.8% |
| 1Y | +57.3% | +19.3% | +38.1% | +61.1% |
| All | +57.3% | +21.4% | +36.0% | +61.1% |
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 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