+143.7%
XLC vs PGR
+352.6%
-208.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +2.1% | +4.9% | -2.8% | +0.8% |
| 3M | +0.7% | +7.6% | -7.0% | -1.8% |
| 6M | -3.2% | +8.3% | -11.5% | -6.0% |
| YTD | -3.8% | +1.7% | -5.5% | -5.1% |
| 1Y | -2.0% | -6.8% | +4.8% | -1.0% |
| 3Y | +71.4% | +73.4% | -2.1% | +39.0% |
| 5Y | +40.7% | +161.2% | -120.5% | -5.9% |
| All | +143.7% | +352.6% | -208.9% | +29.8% |
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 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