+73.4%
PGR vs MXL
+222.8%
-149.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +1.0% |
| 7D | -0.6% | +18.9% | -19.5% | +0.1% |
| 30D | +4.9% | +0.3% | +4.6% | +5.2% |
| 3M | +7.6% | -8.0% | +15.7% | +8.1% |
| 6M | +8.3% | +341.2% | -333.0% | +13.0% |
| YTD | +1.7% | +327.8% | -326.1% | +6.3% |
| 1Y | -6.8% | +364.9% | -371.7% | -2.5% |
| 3Y | +73.4% | +229.2% | -155.8% | +75.8% |
| All | +73.4% | +222.8% | -149.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling