+1,097.3%
XLI vs PGR
+3,236.3%
-2,139.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -1.7% | -0.6% | -1.0% | -1.4% |
| 30D | -7.3% | +4.9% | -12.2% | -9.1% |
| 3M | -1.3% | +7.6% | -9.0% | -4.9% |
| 6M | +2.2% | +8.3% | -6.0% | -2.1% |
| YTD | +11.7% | +1.7% | +10.0% | +9.2% |
| 1Y | +14.3% | -6.8% | +21.1% | +15.1% |
| 3Y | +70.3% | +73.4% | -3.1% | +31.9% |
| 5Y | +82.3% | +161.2% | -78.9% | +16.9% |
| 10Y | +258.4% | +819.5% | -561.1% | +37.7% |
| All | +1,097.3% | +3,236.3% | -2,139.0% | +166.8% |
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 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