+1,046.7%
XLE vs PGR
+3,203.8%
-2,157.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +0.3% | -2.7% | +3.0% | +1.3% |
| 30D | +8.5% | +0.7% | +7.8% | +8.0% |
| 3M | +14.6% | +7.7% | +6.9% | +10.6% |
| 6M | +17.6% | +4.3% | +13.3% | +14.5% |
| YTD | +48.1% | +0.7% | +47.3% | +45.8% |
| 1Y | +53.8% | -5.7% | +59.4% | +54.7% |
| 3Y | +56.2% | +73.7% | -17.4% | +21.3% |
| 5Y | +227.7% | +158.4% | +69.3% | +112.0% |
| 10Y | +181.3% | +810.5% | -629.2% | +9.8% |
| All | +1,046.7% | +3,203.8% | -2,157.1% | +188.6% |
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 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