+4.6%
PGR vs EXEL
+35.1%
-30.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | -3.4% | -2.9% | -0.6% | -3.4% |
| 30D | +1.8% | +11.9% | -10.1% | +1.7% |
| 3M | +5.9% | +9.2% | -3.3% | +5.9% |
| 6M | +4.6% | +39.1% | -34.5% | +8.2% |
| All | +4.6% | +35.1% | -30.6% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling