+275.4%
PGR vs SITM
+4,789.7%
-4,514.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.6% |
| 7D | -0.6% | +3.9% | -4.5% | -0.7% |
| 30D | +4.9% | -6.6% | +11.5% | +5.0% |
| 3M | +7.6% | -11.9% | +19.5% | +7.7% |
| 6M | +8.3% | +81.1% | -72.9% | +5.7% |
| YTD | +1.7% | +80.0% | -78.2% | -0.8% |
| 1Y | -6.8% | +145.8% | -152.7% | -10.4% |
| 3Y | +73.4% | +475.9% | -402.4% | +56.6% |
| 5Y | +161.2% | +189.2% | -28.0% | +134.9% |
| All | +275.4% | +4,789.7% | -4,514.2% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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