+51.2%
XOM vs PGR
-5.1%
+56.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +3.5% | +0.9% | +2.6% | +3.4% |
| 30D | +3.8% | +5.4% | -1.7% | +3.2% |
| 3M | +13.0% | +8.9% | +4.2% | +11.7% |
| 6M | +7.1% | +7.8% | -0.7% | +5.7% |
| YTD | +39.9% | +3.3% | +36.6% | +38.3% |
| All | +51.2% | -5.1% | +56.3% | +48.3% |
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 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