+45,785.8%
PGR vs LSCC
+10,474.1%
+35,311.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.6% |
| 7D | +3.5% | +7.0% | -3.5% | +2.8% |
| 30D | +10.5% | -2.3% | +12.8% | +10.2% |
| 3M | +12.9% | -12.5% | +25.5% | +13.4% |
| 6M | +20.4% | -10.6% | +31.0% | +19.6% |
| YTD | +10.3% | +52.7% | -42.4% | +3.2% |
| 1Y | +12.5% | +74.0% | -61.4% | +3.8% |
| 3Y | +59.3% | +104.8% | -45.5% | +39.6% |
| 5Y | +173.9% | +36.2% | +137.6% | +142.6% |
| 10Y | +837.6% | +1,355.3% | -517.7% | +514.9% |
| All | +45,785.8% | +10,474.1% | +35,311.6% | +21,795.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling