+18.8%
PGR vs LYB
+47.1%
-28.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | +1.3% | -5.7% | +7.0% | +1.5% |
| 30D | +10.0% | +4.6% | +5.4% | +9.6% |
| 3M | +9.6% | +5.5% | +4.1% | +9.2% |
| 6M | +18.0% | -19.1% | +37.1% | +18.7% |
| YTD | +9.0% | +47.1% | -38.1% | +7.7% |
| 1Y | +18.8% | +49.0% | -30.2% | +17.2% |
| All | +18.8% | +47.1% | -28.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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