+227.5%
LOW vs PGR
+825.1%
-597.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | -8.9% | +4.9% | -13.8% | -10.5% |
| 3M | -10.4% | +7.6% | -18.1% | -13.3% |
| 6M | -19.4% | +8.3% | -27.7% | -22.4% |
| YTD | -17.1% | +1.7% | -18.8% | -18.5% |
| 1Y | -26.3% | -6.8% | -19.4% | -25.3% |
| 3Y | -9.9% | +73.4% | -83.3% | -32.2% |
| 5Y | +6.1% | +161.2% | -155.1% | -37.8% |
| All | +227.5% | +825.1% | -597.6% | +14.6% |
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