+73.4%
PGR vs SAN
+352.3%
-278.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.6% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +4.9% | +0.9% | +4.0% | +4.9% |
| 3M | +7.6% | +19.1% | -11.5% | +6.9% |
| 6M | +8.3% | +33.2% | -24.9% | +6.7% |
| YTD | +1.7% | +29.1% | -27.4% | +0.2% |
| 1Y | -6.8% | +50.2% | -57.1% | -9.9% |
| 3Y | +73.4% | +351.0% | -277.6% | +59.7% |
| All | +73.4% | +352.3% | -278.8% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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