+811.9%
PGR vs LEN
+108.0%
+703.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -0.6% | -4.8% | +4.2% | +0.1% |
| 30D | +4.9% | -6.6% | +11.5% | +6.0% |
| 3M | +7.6% | -15.7% | +23.3% | +10.1% |
| 6M | +8.3% | -16.6% | +24.9% | +10.6% |
| YTD | +1.7% | -21.3% | +23.1% | +4.6% |
| 1Y | -6.8% | -42.0% | +35.2% | +0.1% |
| 3Y | +73.4% | -27.9% | +101.4% | +75.3% |
| 5Y | +161.2% | -10.7% | +171.9% | +147.3% |
| All | +811.9% | +108.0% | +703.9% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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