+42,489.9%
PGR vs LSCC
+10,808.2%
+31,681.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +2.9% | -9.7% | +12.6% | +3.7% |
| 3M | +12.1% | -23.7% | +35.8% | +13.9% |
| 6M | +3.7% | +26.5% | -22.8% | -0.2% |
| YTD | +2.4% | +57.5% | -55.2% | -3.9% |
| 1Y | -6.4% | +75.7% | -82.0% | -13.4% |
| 3Y | +76.8% | +19.5% | +57.3% | +64.3% |
| 5Y | +154.3% | +83.8% | +70.6% | +119.4% |
| 10Y | +790.1% | +1,772.4% | -982.3% | +470.8% |
| All | +42,489.9% | +10,808.2% | +31,681.6% | +20,299.5% |
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 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