+73.4%
PGR vs SM
-0.9%
+74.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | +4.6% | -5.2% | -0.8% |
| 30D | +4.9% | +18.2% | -13.3% | +4.4% |
| 3M | +7.6% | +22.5% | -14.9% | +6.8% |
| 6M | +8.3% | +50.6% | -42.3% | +6.4% |
| YTD | +1.7% | +108.1% | -106.4% | -1.5% |
| 1Y | -6.8% | +46.0% | -52.9% | -8.4% |
| 3Y | +73.4% | +2.9% | +70.6% | +75.5% |
| All | +73.4% | -0.9% | +74.3% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling