+164.2%
PGR vs LCID
-95.9%
+260.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -0.6% | -9.8% | +9.2% | -0.7% |
| 30D | +4.9% | -35.5% | +40.4% | +4.7% |
| 3M | +7.6% | -18.4% | +26.0% | +7.7% |
| 6M | +8.3% | -60.5% | +68.7% | +8.3% |
| YTD | +1.7% | -60.1% | +61.8% | +1.8% |
| 1Y | -6.8% | -78.8% | +71.9% | -6.6% |
| 3Y | +73.4% | -92.8% | +166.2% | +74.8% |
| 5Y | +161.2% | -97.9% | +259.1% | +166.5% |
| All | +164.2% | -95.9% | +260.1% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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