+41,953.0%
PGR vs SMTC
+67,795.5%
-25,842.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.5% |
| 7D | -3.4% | +17.5% | -21.0% | -4.5% |
| 30D | +1.8% | +21.3% | -19.5% | +0.1% |
| 3M | +5.9% | +3.1% | +2.8% | +4.6% |
| 6M | +4.6% | +81.7% | -77.1% | -1.5% |
| YTD | +1.1% | +115.9% | -114.9% | -6.2% |
| 1Y | -6.6% | +157.8% | -164.4% | -14.7% |
| 3Y | +74.2% | +557.3% | -483.1% | +41.5% |
| 5Y | +159.5% | +114.7% | +44.8% | +126.0% |
| 10Y | +813.4% | +509.5% | +304.0% | +616.6% |
| All | +41,953.0% | +67,795.5% | -25,842.5% | +27,252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling