+41,953.0%
PGR vs SAN
+2,071.9%
+39,881.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -3.4% | -2.8% | -0.6% | -2.7% |
| 30D | +1.8% | -0.5% | +2.4% | +1.9% |
| 3M | +5.9% | +22.7% | -16.8% | 0.0% |
| 6M | +4.6% | +28.8% | -24.2% | -3.2% |
| YTD | +1.1% | +26.3% | -25.2% | -6.6% |
| 1Y | -6.6% | +48.8% | -55.4% | -17.5% |
| 3Y | +74.2% | +347.2% | -273.0% | +12.2% |
| 5Y | +159.5% | +383.8% | -224.3% | +58.1% |
| 10Y | +813.4% | +335.4% | +478.0% | +429.4% |
| All | +41,953.0% | +2,071.9% | +39,881.1% | +17,999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling