+169.4%
XLV vs PGR
+825.1%
-655.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -3.6% | -0.6% | -2.9% | -3.4% |
| 30D | -1.8% | +4.9% | -6.8% | -3.3% |
| 3M | +7.8% | +7.6% | +0.1% | +4.9% |
| 6M | +9.1% | +8.3% | +0.9% | +5.7% |
| YTD | +7.7% | +1.7% | +6.0% | +6.2% |
| 1Y | +20.4% | -6.8% | +27.3% | +22.0% |
| 3Y | +30.8% | +73.4% | -42.7% | +4.8% |
| 5Y | +34.6% | +161.2% | -126.6% | -11.4% |
| All | +169.4% | +825.1% | -655.7% | +18.1% |
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 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