What is the smallest $\sigma$-algebra $\Sigma\subseteq\mathcal P(\Bbb R)$ containing the open sets and such that if $A,B\in\Sigma$, then $$A+B=\{a+b\mid a\in A,b\in B\}\in\Sigma?$$
I know that neither the Borel $\sigma$-algebra nor the Lebesgue $\sigma$-algebra work, but it is already unclear to me what happens with $\sigma(\mathbf{\Sigma}^1_1(\Bbb R))$, the $\sigma$-algebra generated by the analytic sets (of course the sum of two analytic sets is analytic, but I'm not sure what happens already with $\mathbf{\Pi}^1_1$ sets).
I'm interested in this question for arbitrary perfect Polish groups, but let's start with the (hopefully) easiest case.