+28.4%
XLY vs PGR
+159.7%
-131.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -4.2% | +4.9% | -9.1% | -4.8% |
| 3M | -2.7% | +7.6% | -10.3% | -3.9% |
| 6M | -0.6% | +8.3% | -8.9% | -2.1% |
| YTD | -5.0% | +1.7% | -6.8% | -5.6% |
| 1Y | -4.1% | -6.8% | +2.8% | -3.3% |
| 3Y | +33.6% | +73.4% | -39.8% | +18.3% |
| All | +28.4% | +159.7% | -131.3% | +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