+4.3%
PGR vs SIMO
+142.5%
-138.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.5% |
| 7D | -2.7% | +14.5% | -17.2% | -1.4% |
| 30D | +0.7% | +20.4% | -19.7% | +2.7% |
| 3M | +7.7% | +7.1% | +0.6% | +9.3% |
| 6M | +4.3% | +129.2% | -124.9% | +9.6% |
| All | +4.3% | +142.5% | -138.2% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling