+1,309.9%
PGR vs LYV
+1,446.8%
-136.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | +4.9% | -8.2% | +13.1% | +6.7% |
| 3M | +7.6% | -1.3% | +8.9% | +7.9% |
| 6M | +8.3% | +2.6% | +5.6% | +7.3% |
| YTD | +1.7% | +19.4% | -17.7% | -2.3% |
| 1Y | -6.8% | -2.2% | -4.6% | -7.3% |
| 3Y | +73.4% | +106.0% | -32.6% | +47.2% |
| 5Y | +161.2% | +97.7% | +63.6% | +115.8% |
| 10Y | +819.5% | +560.5% | +259.0% | +440.4% |
| All | +1,309.9% | +1,446.8% | -136.9% | +476.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling