+12.3%
XLI vs PGR
+21.4%
-9.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -0.8% |
| 7D | +0.6% | +4.1% | -3.5% | +1.0% |
| 30D | -0.4% | +10.4% | -10.8% | +0.6% |
| 3M | -8.8% | +11.4% | -20.3% | -7.8% |
| 6M | -0.4% | +17.9% | -18.3% | +1.5% |
| YTD | +10.1% | +9.8% | +0.3% | +12.2% |
| 1Y | +12.3% | +19.3% | -7.0% | +14.7% |
| All | +12.3% | +21.4% | -9.0% | +14.7% |
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