+148.7%
XLK vs PGR
+159.7%
-11.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | -0.6% | +4.9% | -5.6% | -1.0% |
| 3M | +2.6% | +7.6% | -5.1% | +1.5% |
| 6M | +34.0% | +8.3% | +25.7% | +32.3% |
| YTD | +30.7% | +1.7% | +28.9% | +30.1% |
| 1Y | +39.2% | -6.8% | +46.0% | +40.6% |
| 3Y | +120.4% | +73.4% | +47.0% | +93.3% |
| All | +148.7% | +159.7% | -11.0% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling