+73.4%
PGR vs SFM
+82.1%
-8.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.6% | -10.6% | +10.0% | +0.3% |
| 30D | +4.9% | -15.5% | +20.4% | +6.3% |
| 3M | +7.6% | -17.4% | +25.1% | +9.0% |
| 6M | +8.3% | -3.4% | +11.7% | +8.3% |
| YTD | +1.7% | -8.7% | +10.4% | +2.1% |
| 1Y | -6.8% | -47.2% | +40.3% | -2.2% |
| 3Y | +73.4% | +82.7% | -9.3% | +94.3% |
| All | +73.4% | +82.1% | -8.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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