+414.6%
XLF vs PGR
+3,236.3%
-2,821.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.1% |
| 30D | -1.2% | +4.9% | -6.1% | -4.1% |
| 3M | +9.2% | +7.6% | +1.5% | +3.2% |
| 6M | +16.3% | +8.3% | +8.1% | +9.0% |
| YTD | +5.4% | +1.7% | +3.7% | +2.0% |
| 1Y | +7.6% | -6.8% | +14.5% | +9.2% |
| 3Y | +74.2% | +73.4% | +0.8% | +17.1% |
| 5Y | +66.1% | +161.2% | -95.1% | -17.4% |
| 10Y | +252.8% | +819.5% | -566.7% | -25.8% |
| All | +414.6% | +3,236.3% | -2,821.6% | -53.1% |
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