+158.8%
PGR vs SCHG
+84.3%
+74.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | +4.9% | -1.3% | +6.2% | +5.1% |
| 3M | +7.6% | +5.4% | +2.2% | +6.6% |
| 6M | +8.3% | +14.4% | -6.2% | +5.5% |
| YTD | +1.7% | +8.0% | -6.3% | +0.2% |
| 1Y | -6.8% | +12.7% | -19.6% | -9.2% |
| 3Y | +73.4% | +85.6% | -12.2% | +48.5% |
| All | +158.8% | +84.3% | +74.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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