+1,114.5%
PGR vs SFM
+106.3%
+1,008.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -3.4% | -8.8% | +5.3% | -2.5% |
| 30D | +1.8% | -14.5% | +16.3% | +3.5% |
| 3M | +5.9% | -16.8% | +22.8% | +7.9% |
| 6M | +4.6% | -5.3% | +9.9% | +4.6% |
| YTD | +1.1% | -9.4% | +10.4% | +1.5% |
| 1Y | -6.6% | -46.2% | +39.6% | -1.0% |
| 3Y | +74.2% | +81.3% | -7.1% | +58.6% |
| 5Y | +159.5% | +211.9% | -52.4% | +117.6% |
| 10Y | +813.4% | +268.4% | +545.1% | +624.4% |
| All | +1,114.5% | +106.3% | +1,008.3% | +915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling