+177.8%
XLE vs PGR
+825.1%
-647.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | +6.7% | +4.9% | +1.8% | +4.7% |
| 3M | +14.9% | +7.6% | +7.2% | +10.9% |
| 6M | +15.9% | +8.3% | +7.6% | +11.5% |
| YTD | +47.7% | +1.7% | +46.0% | +45.0% |
| 1Y | +50.7% | -6.8% | +57.6% | +52.6% |
| 3Y | +57.9% | +73.4% | -15.6% | +20.2% |
| 5Y | +227.0% | +161.2% | +65.8% | +97.8% |
| All | +177.8% | +825.1% | -647.3% | +16.8% |
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