+17,939.8%
PGR vs LNG
+1,119.0%
+16,820.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.6% | -4.7% | +4.1% | -0.4% |
| 30D | +4.9% | +3.8% | +1.1% | +4.8% |
| 3M | +7.6% | +16.2% | -8.5% | +7.0% |
| 6M | +8.3% | +11.7% | -3.4% | +7.7% |
| YTD | +1.7% | +44.2% | -42.5% | +0.2% |
| 1Y | -6.8% | +18.6% | -25.4% | -7.6% |
| 3Y | +73.4% | +77.4% | -4.0% | +69.2% |
| 5Y | +161.2% | +232.3% | -71.0% | +148.0% |
| 10Y | +819.5% | +550.1% | +269.3% | +745.2% |
| All | +17,939.8% | +1,119.0% | +16,820.8% | +13,325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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