+22.2%
LQD vs PGR
+825.1%
-803.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | +4.9% | -6.2% | -1.5% |
| 3M | -3.2% | +7.6% | -10.8% | -3.6% |
| 6M | -2.1% | +8.3% | -10.4% | -2.6% |
| YTD | -2.4% | +1.7% | -4.1% | -2.6% |
| 1Y | -2.7% | -6.8% | +4.2% | -2.5% |
| 3Y | +14.2% | +73.4% | -59.3% | +10.1% |
| 5Y | -5.8% | +161.2% | -167.0% | -12.4% |
| All | +22.2% | +825.1% | -803.0% | +13.2% |
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 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