+7,224.2%
PGR vs EXEL
+263.2%
+6,961.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -3.4% | -2.9% | -0.6% | -3.2% |
| 30D | +1.8% | +11.9% | -10.1% | +0.7% |
| 3M | +5.9% | +9.2% | -3.3% | +4.9% |
| 6M | +4.6% | +39.1% | -34.5% | +0.9% |
| YTD | +1.1% | +31.0% | -30.0% | -2.0% |
| 1Y | -6.6% | +52.3% | -58.9% | -11.0% |
| 3Y | +74.2% | +159.7% | -85.5% | +55.5% |
| 5Y | +159.5% | +187.7% | -28.2% | +127.2% |
| 10Y | +813.4% | +379.4% | +434.1% | +620.9% |
| All | +7,224.2% | +263.2% | +6,961.0% | +4,747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling