+1,580.9%
PGR vs SIMO
+3,620.3%
-2,039.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | -2.7% | +14.5% | -17.2% | -3.9% |
| 30D | +0.7% | +20.4% | -19.7% | -1.2% |
| 3M | +7.7% | +7.1% | +0.6% | +5.6% |
| 6M | +4.3% | +129.2% | -124.9% | -6.6% |
| YTD | +0.7% | +201.9% | -201.2% | -12.8% |
| 1Y | -5.7% | +235.5% | -241.2% | -19.6% |
| 3Y | +73.7% | +463.8% | -390.2% | +37.4% |
| 5Y | +158.4% | +306.7% | -148.3% | +106.8% |
| 10Y | +810.5% | +579.5% | +231.1% | +557.2% |
| All | +1,580.9% | +3,620.3% | -2,039.3% | +662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling