+49.9%
XLE vs PGR
+21.4%
+28.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -4.9% |
| 7D | -7.2% | +4.1% | -11.3% | -7.5% |
| 30D | +0.1% | +10.4% | -10.3% | -0.8% |
| 3M | +9.2% | +11.4% | -2.2% | +8.1% |
| 6M | +8.4% | +17.9% | -9.5% | +6.3% |
| YTD | +44.9% | +9.8% | +35.1% | +42.0% |
| 1Y | +49.9% | +19.3% | +30.6% | +45.6% |
| All | +49.9% | +21.4% | +28.5% | +45.6% |
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