+4.6%
PGR vs SMTC
+86.6%
-82.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | 0.0% |
| 7D | -3.4% | +17.5% | -21.0% | -1.7% |
| 30D | +1.8% | +21.3% | -19.5% | +4.2% |
| 3M | +5.9% | +3.1% | +2.8% | +7.8% |
| 6M | +4.6% | +81.7% | -77.1% | +4.3% |
| All | +4.6% | +86.6% | -82.1% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling