+0.7%
XLY vs PGR
+16.4%
-15.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | -0.1% |
| 7D | +1.9% | -1.5% | +3.4% | +1.9% |
| 30D | +5.6% | +6.4% | -0.8% | +6.0% |
| 3M | -0.2% | +5.8% | -6.0% | +0.1% |
| 6M | -1.5% | +15.8% | -17.3% | +0.2% |
| YTD | -0.9% | +6.5% | -7.4% | +0.6% |
| 1Y | +0.7% | +15.7% | -15.0% | +3.7% |
| All | +0.7% | +16.4% | -15.7% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling