+805.9%
PGR vs LSCC
+1,847.8%
-1,041.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -3.4% | +0.4% | -3.9% | -3.5% |
| 30D | +1.8% | -9.5% | +11.3% | +2.2% |
| 3M | +5.9% | -13.8% | +19.7% | +6.1% |
| 6M | +4.6% | +24.5% | -19.9% | +2.2% |
| YTD | +1.1% | +55.1% | -54.1% | -2.7% |
| 1Y | -6.6% | +72.5% | -79.1% | -10.9% |
| 3Y | +74.2% | +24.5% | +49.7% | +67.0% |
| 5Y | +159.5% | +81.8% | +77.7% | +131.4% |
| All | +805.9% | +1,847.8% | -1,041.9% | +519.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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