+158.8%
PGR vs SIRI
-41.5%
+200.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | -0.6% | +0.6% | -1.2% | -0.6% |
| 30D | +4.9% | +2.5% | +2.4% | +4.7% |
| 3M | +7.6% | +6.6% | +1.0% | +7.2% |
| 6M | +8.3% | +32.9% | -24.6% | +6.0% |
| YTD | +1.7% | +50.5% | -48.7% | -1.3% |
| 1Y | -6.8% | +28.0% | -34.8% | -8.7% |
| 3Y | +73.4% | -22.4% | +95.9% | +73.1% |
| All | +158.8% | -41.5% | +200.3% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling