-6.8%
PGR vs LII
-34.1%
+27.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +0.7% |
| 7D | -0.6% | -6.3% | +5.7% | -0.6% |
| 30D | +4.9% | -13.0% | +18.0% | +4.9% |
| 3M | +7.6% | -29.0% | +36.7% | +7.3% |
| 6M | +8.3% | -27.7% | +35.9% | +8.0% |
| YTD | +1.7% | -24.2% | +25.9% | +1.9% |
| 1Y | -6.8% | -34.8% | +27.9% | -7.6% |
| All | -6.8% | -34.1% | +27.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling