+811.9%
PGR vs SMTC
+548.2%
+263.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.4% |
| 7D | -0.6% | +13.1% | -13.7% | -1.2% |
| 30D | +4.9% | +19.5% | -14.5% | +3.8% |
| 3M | +7.6% | +2.2% | +5.4% | +6.9% |
| 6M | +8.3% | +94.9% | -86.6% | +2.3% |
| YTD | +1.7% | +127.0% | -125.2% | -5.1% |
| 1Y | -6.8% | +174.6% | -181.4% | -14.6% |
| 3Y | +73.4% | +615.9% | -542.5% | +35.9% |
| 5Y | +161.2% | +125.6% | +35.6% | +134.6% |
| All | +811.9% | +548.2% | +263.7% | +581.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling