+31.9%
XLP vs PGR
+159.1%
-127.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.5% | -3.4% | +0.9% | -1.9% |
| 30D | -1.9% | +1.8% | -3.7% | -2.3% |
| 3M | -2.1% | +5.9% | -8.1% | -3.5% |
| 6M | -1.8% | +4.6% | -6.4% | -3.0% |
| YTD | +8.3% | +1.1% | +7.2% | +7.6% |
| 1Y | +6.8% | -6.6% | +13.4% | +7.7% |
| 3Y | +25.7% | +74.2% | -48.5% | +11.6% |
| 5Y | +31.9% | +159.5% | -127.6% | +2.3% |
| All | +31.9% | +159.1% | -127.2% | +2.3% |
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