+15.7%
PGR vs LYV
+30.4%
-14.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | +6.4% | +2.6% | +3.8% | +6.1% |
| 3M | +5.8% | -3.6% | +9.4% | +6.1% |
| 6M | +15.8% | +4.4% | +11.4% | +16.0% |
| YTD | +6.5% | +23.0% | -16.5% | +5.6% |
| 1Y | +15.7% | +27.2% | -11.5% | +14.3% |
| All | +15.7% | +30.4% | -14.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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