+17,170.0%
LLY vs PGR
+41,975.3%
-24,805.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -3.1% | -2.6% | -0.6% | -2.4% |
| 30D | -5.1% | -0.2% | -4.9% | -5.1% |
| 3M | -2.1% | +7.4% | -9.4% | -4.2% |
| 6M | +13.8% | +2.1% | +11.7% | +12.5% |
| YTD | +5.1% | +0.5% | +4.6% | +4.1% |
| 1Y | +53.1% | -6.9% | +60.1% | +54.5% |
| 3Y | +95.6% | +73.2% | +22.5% | +65.2% |
| 5Y | +361.5% | +154.8% | +206.7% | +245.1% |
| 10Y | +1,545.2% | +786.4% | +758.7% | +778.6% |
| All | +17,170.0% | +41,975.3% | -24,805.2% | +3,866.2% |
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