+87.1%
PGR vs SN
+476.8%
-389.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.2% |
| 7D | -2.7% | -3.4% | +0.7% | -2.7% |
| 30D | +0.7% | -9.1% | +9.8% | +0.6% |
| 3M | +7.7% | +31.8% | -24.0% | +8.0% |
| 6M | +4.3% | +52.0% | -47.7% | +4.7% |
| YTD | +0.7% | +51.3% | -50.6% | +1.1% |
| 1Y | -5.7% | +46.9% | -52.5% | -5.2% |
| 3Y | +73.7% | +394.9% | -321.3% | +78.7% |
| All | +87.1% | +476.8% | -389.6% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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