+41,953.0%
PGR vs LEN
+9,810.8%
+32,142.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +1.0% |
| 7D | -3.4% | -7.8% | +4.3% | -1.9% |
| 30D | +1.8% | -11.0% | +12.8% | +4.2% |
| 3M | +5.9% | -12.8% | +18.7% | +8.4% |
| 6M | +4.6% | -20.2% | +24.8% | +8.5% |
| YTD | +1.1% | -23.0% | +24.1% | +5.3% |
| 1Y | -6.6% | -41.8% | +35.3% | +2.7% |
| 3Y | +74.2% | -28.8% | +103.0% | +78.7% |
| 5Y | +159.5% | -12.6% | +172.1% | +148.8% |
| 10Y | +813.4% | +101.7% | +711.7% | +584.4% |
| All | +41,953.0% | +9,810.8% | +32,142.2% | +12,324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling