-6.4%
PGR vs SMTC
+154.8%
-161.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -1.4% |
| 7D | +0.1% | +12.7% | -12.6% | +1.2% |
| 30D | +2.9% | +22.0% | -19.1% | +4.8% |
| 3M | +12.1% | -12.7% | +24.8% | +12.9% |
| 6M | +3.7% | +64.8% | -61.1% | +5.6% |
| YTD | +2.4% | +100.7% | -98.3% | +5.0% |
| 1Y | -6.4% | +146.9% | -153.2% | -3.9% |
| All | -6.4% | +154.8% | -161.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling