+73.4%
PGR vs LEN
-27.3%
+100.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | -0.6% | -4.8% | +4.2% | -0.5% |
| 30D | +4.9% | -6.6% | +11.5% | +5.1% |
| 3M | +7.6% | -15.7% | +23.3% | +7.9% |
| 6M | +8.3% | -16.6% | +24.9% | +8.6% |
| YTD | +1.7% | -21.3% | +23.1% | +2.2% |
| 1Y | -6.8% | -42.0% | +35.2% | -6.3% |
| 3Y | +73.4% | -27.9% | +101.4% | +76.2% |
| All | +73.4% | -27.3% | +100.7% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling