-1.4%
LQD vs PGR
+18.4%
-19.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | +0.4% | +1.3% | -0.9% | +0.4% |
| 30D | +2.5% | +10.0% | -7.5% | +2.6% |
| 3M | -1.5% | +9.6% | -11.1% | -1.4% |
| 6M | -2.1% | +18.0% | -20.1% | -1.6% |
| YTD | -2.0% | +9.0% | -11.0% | -1.8% |
| 1Y | -1.4% | +18.8% | -20.2% | -1.0% |
| All | -1.4% | +18.4% | -19.9% | -1.0% |
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