+1,537.1%
SOXX vs PGR
+825.1%
+712.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -3.6% | +4.9% | -8.5% | -4.8% |
| 3M | -10.2% | +7.6% | -17.8% | -12.9% |
| 6M | +54.2% | +8.3% | +46.0% | +48.4% |
| YTD | +75.2% | +1.7% | +73.5% | +71.2% |
| 1Y | +107.5% | -6.8% | +114.4% | +107.7% |
| 3Y | +226.8% | +73.4% | +153.3% | +147.8% |
| 5Y | +251.2% | +161.2% | +90.0% | +109.6% |
| All | +1,537.1% | +825.1% | +712.0% | +555.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling