+811.9%
PGR vs SIMO
+605.2%
+206.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.6% | +0.5% |
| 7D | -0.6% | +11.0% | -11.6% | -0.9% |
| 30D | +4.9% | +17.9% | -12.9% | +4.4% |
| 3M | +7.6% | +3.9% | +3.7% | +7.1% |
| 6M | +8.3% | +131.0% | -122.8% | +2.3% |
| YTD | +1.7% | +209.3% | -207.6% | -6.2% |
| 1Y | -6.8% | +223.8% | -230.6% | -14.7% |
| 3Y | +73.4% | +479.2% | -405.8% | +48.9% |
| 5Y | +161.2% | +316.0% | -154.8% | +126.5% |
| All | +811.9% | +605.2% | +206.7% | +591.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling