+19,199.9%
PGR vs SM
+1,689.9%
+17,510.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.4% | +2.1% | -5.6% | -3.6% |
| 30D | +1.8% | +18.1% | -16.3% | +0.4% |
| 3M | +5.9% | +17.0% | -11.1% | +4.2% |
| 6M | +4.6% | +55.4% | -50.9% | +0.2% |
| YTD | +1.1% | +108.6% | -107.5% | -5.7% |
| 1Y | -6.6% | +45.7% | -52.2% | -10.4% |
| 3Y | +74.2% | -0.3% | +74.5% | +69.3% |
| 5Y | +159.5% | +113.0% | +46.5% | +130.4% |
| 10Y | +813.4% | +21.0% | +792.5% | +602.7% |
| All | +19,199.9% | +1,689.9% | +17,510.0% | +11,604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling