+1,070.2%
PGR vs SHAK
+35.4%
+1,034.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.5% |
| 7D | -0.6% | -8.3% | +7.7% | -0.1% |
| 30D | +4.9% | -12.6% | +17.6% | +5.8% |
| 3M | +7.6% | +9.1% | -1.5% | +6.9% |
| 6M | +8.3% | -31.2% | +39.5% | +10.1% |
| YTD | +1.7% | -21.6% | +23.3% | +2.4% |
| 1Y | -6.8% | -38.8% | +31.9% | -4.7% |
| 3Y | +73.4% | +0.6% | +72.8% | +67.7% |
| 5Y | +161.2% | -22.5% | +183.7% | +152.3% |
| 10Y | +819.5% | +85.3% | +734.2% | +679.0% |
| All | +1,070.2% | +35.4% | +1,034.8% | +897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling