+791.0%
XLB vs PGR
+3,214.3%
-2,423.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | -4.7% | +1.8% | -6.5% | -5.4% |
| 3M | +2.7% | +5.9% | -3.2% | -0.2% |
| 6M | +2.6% | +4.6% | -2.0% | -0.3% |
| YTD | +12.8% | +1.1% | +11.8% | +10.8% |
| 1Y | +14.0% | -6.6% | +20.5% | +15.0% |
| 3Y | +31.5% | +74.2% | -42.7% | +1.2% |
| 5Y | +33.4% | +159.5% | -126.1% | -14.8% |
| 10Y | +161.3% | +813.4% | -652.1% | -1.9% |
| All | +791.0% | +3,214.3% | -2,423.3% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling