+3,549.0%
LRCX vs PGR
+825.1%
+2,723.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -8.6% | +4.9% | -13.5% | -10.0% |
| 3M | -17.7% | +7.6% | -25.3% | -21.0% |
| 6M | +36.4% | +8.3% | +28.1% | +29.5% |
| YTD | +74.5% | +1.7% | +72.8% | +68.8% |
| 1Y | +159.4% | -6.8% | +166.3% | +158.2% |
| 3Y | +361.6% | +73.4% | +288.1% | +226.9% |
| 5Y | +425.2% | +161.2% | +264.0% | +178.4% |
| All | +3,549.0% | +825.1% | +2,723.9% | +1,086.1% |
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