+73.4%
PGR vs SGI
+51.7%
+21.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.6% | -4.5% | +3.8% | -0.5% |
| 30D | +4.9% | +4.2% | +0.8% | +4.9% |
| 3M | +7.6% | -7.4% | +15.1% | +7.6% |
| 6M | +8.3% | -15.1% | +23.3% | +8.5% |
| YTD | +1.7% | -24.7% | +26.4% | +2.3% |
| 1Y | -6.8% | -21.8% | +14.9% | -6.5% |
| 3Y | +73.4% | +50.0% | +23.4% | +80.8% |
| All | +73.4% | +51.7% | +21.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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