+811.9%
PGR vs EXEL
+375.2%
+436.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +0.9% |
| 7D | -0.6% | -4.9% | +4.3% | -0.1% |
| 30D | +4.9% | +11.4% | -6.5% | +3.8% |
| 3M | +7.6% | +4.9% | +2.7% | +7.0% |
| 6M | +8.3% | +34.4% | -26.2% | +4.8% |
| YTD | +1.7% | +28.0% | -26.3% | -1.2% |
| 1Y | -6.8% | +43.6% | -50.5% | -10.8% |
| 3Y | +73.4% | +155.2% | -81.8% | +54.2% |
| 5Y | +161.2% | +181.2% | -19.9% | +127.2% |
| All | +811.9% | +375.2% | +436.7% | +678.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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