+38.1%
SOXX vs PGR
+16.4%
+21.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +1.8% |
| 7D | -13.1% | -1.5% | -11.6% | -14.0% |
| 30D | -29.7% | +6.4% | -36.1% | -26.0% |
| 3M | -23.0% | +5.8% | -28.8% | -18.8% |
| 6M | -19.1% | +15.8% | -34.9% | -6.8% |
| YTD | +36.2% | +6.5% | +29.8% | +53.0% |
| 1Y | +38.1% | +15.7% | +22.4% | +66.3% |
| All | +38.1% | +16.4% | +21.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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