+1,549.9%
LLY vs PGR
+825.1%
+724.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -8.4% | +4.9% | -13.4% | -9.9% |
| 3M | -3.8% | +7.6% | -11.4% | -6.3% |
| 6M | +11.9% | +8.3% | +3.7% | +8.3% |
| YTD | +4.3% | +1.7% | +2.6% | +2.8% |
| 1Y | +48.5% | -6.8% | +55.3% | +50.3% |
| 3Y | +91.2% | +73.4% | +17.8% | +51.9% |
| 5Y | +387.5% | +161.2% | +226.3% | +215.9% |
| All | +1,549.9% | +825.1% | +724.8% | +663.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling