+92.5%
LLY vs PGR
+73.8%
+18.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -3.2% | -3.4% | +0.3% | -2.5% |
| 30D | -7.4% | +1.8% | -9.2% | -7.8% |
| 3M | -1.0% | +5.9% | -7.0% | -2.1% |
| 6M | +12.5% | +4.6% | +7.9% | +11.4% |
| YTD | +5.0% | +1.1% | +3.9% | +4.6% |
| 1Y | +49.8% | -6.6% | +56.3% | +52.1% |
| All | +92.5% | +73.8% | +18.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling