+158.8%
PGR vs SBAC
-43.5%
+202.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | +4.9% | +2.0% | +2.9% | +4.6% |
| 3M | +7.6% | -8.3% | +15.9% | +8.7% |
| 6M | +8.3% | +0.3% | +7.9% | +7.6% |
| YTD | +1.7% | -2.2% | +3.9% | +1.4% |
| 1Y | -6.8% | -4.6% | -2.2% | -6.9% |
| 3Y | +73.4% | -8.3% | +81.7% | +72.9% |
| All | +158.8% | -43.5% | +202.3% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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