+257.2%
XOM vs PGR
+159.7%
+97.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +4.6% | +4.9% | -0.4% | +3.4% |
| 3M | +14.0% | +7.6% | +6.3% | +11.5% |
| 6M | +11.0% | +8.3% | +2.7% | +8.3% |
| YTD | +40.7% | +1.7% | +39.0% | +39.2% |
| 1Y | +52.3% | -6.8% | +59.2% | +53.8% |
| 3Y | +60.5% | +73.4% | -13.0% | +34.1% |
| All | +257.2% | +159.7% | +97.5% | +155.4% |
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