+159.8%
XLB vs PGR
+825.1%
-665.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -3.1% | +4.9% | -8.0% | -4.7% |
| 3M | -0.2% | +7.6% | -7.8% | -3.1% |
| 6M | +3.1% | +8.3% | -5.2% | -0.6% |
| YTD | +13.3% | +1.7% | +11.5% | +11.3% |
| 1Y | +12.0% | -6.8% | +18.9% | +13.3% |
| 3Y | +31.4% | +73.4% | -42.0% | +2.0% |
| 5Y | +33.9% | +161.2% | -127.3% | -16.0% |
| All | +159.8% | +825.1% | -665.3% | +9.1% |
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