+73.4%
PGR vs SHAK
-2.6%
+76.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.6% |
| 7D | -0.6% | -8.3% | +7.7% | -0.5% |
| 30D | +4.9% | -12.6% | +17.6% | +5.2% |
| 3M | +7.6% | +9.1% | -1.5% | +7.5% |
| 6M | +8.3% | -31.2% | +39.5% | +8.8% |
| YTD | +1.7% | -21.6% | +23.3% | +1.9% |
| 1Y | -6.8% | -38.8% | +31.9% | -6.2% |
| 3Y | +73.4% | +0.6% | +72.8% | +81.7% |
| All | +73.4% | -2.6% | +76.1% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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