+400.4%
PGR vs LBRT
+38.7%
+361.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.8% | -2.1% |
| 7D | -2.6% | +6.9% | -9.5% | -2.9% |
| 30D | -0.2% | +7.8% | -8.0% | -0.7% |
| 3M | +7.4% | -25.3% | +32.6% | +8.8% |
| 6M | +2.1% | -19.6% | +21.7% | +2.8% |
| YTD | +0.5% | +17.2% | -16.7% | -1.8% |
| 1Y | -6.9% | +114.1% | -121.0% | -13.6% |
| 3Y | +73.2% | +27.0% | +46.2% | +64.3% |
| 5Y | +154.8% | +128.3% | +26.5% | +127.3% |
| All | +400.4% | +38.7% | +361.6% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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