+73.4%
PGR vs S
+15.4%
+58.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -0.7% | 0.0% | -0.6% |
| 30D | +4.9% | -11.4% | +16.4% | +5.1% |
| 3M | +7.6% | +33.8% | -26.2% | +6.8% |
| 6M | +8.3% | +39.5% | -31.2% | +7.3% |
| YTD | +1.7% | +31.7% | -29.9% | +0.8% |
| 1Y | -6.8% | +7.0% | -13.8% | -7.5% |
| 3Y | +73.4% | +11.8% | +61.7% | +79.8% |
| All | +73.4% | +15.4% | +58.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling