+44.8%
XLP vs PGR
+60.0%
-15.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.5% | +3.5% | -1.0% | +1.8% |
| 30D | +7.3% | +10.5% | -3.1% | +5.2% |
| 3M | +8.1% | +12.9% | -4.8% | +5.4% |
| 6M | +10.5% | +20.4% | -9.9% | +6.2% |
| YTD | +21.2% | +10.3% | +10.9% | +18.3% |
| 1Y | +22.7% | +12.5% | +10.2% | +19.2% |
| 3Y | +44.8% | +59.3% | -14.5% | +39.1% |
| All | +44.8% | +60.0% | -15.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling