+135.9%
XLU vs PGR
+825.1%
-689.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -3.3% | +4.9% | -8.3% | -4.8% |
| 3M | -3.2% | +7.6% | -10.8% | -5.7% |
| 6M | -7.0% | +8.3% | -15.2% | -9.8% |
| YTD | +0.6% | +1.7% | -1.1% | -0.8% |
| 1Y | +2.4% | -6.8% | +9.3% | +3.6% |
| 3Y | +46.3% | +73.4% | -27.2% | +18.5% |
| 5Y | +44.0% | +161.2% | -117.3% | -2.8% |
| All | +135.9% | +825.1% | -689.2% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling