+72.3%
PGR vs SNAP
-41.8%
+114.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | +0.4% |
| 7D | -3.4% | -3.2% | -0.3% | -3.5% |
| 30D | +1.8% | +0.2% | +1.6% | +1.8% |
| 3M | +5.9% | +2.6% | +3.3% | +6.0% |
| 6M | +4.6% | +12.4% | -7.9% | +5.1% |
| YTD | +1.1% | -31.6% | +32.7% | +0.4% |
| 1Y | -6.6% | -21.7% | +15.1% | -6.7% |
| All | +72.3% | -41.8% | +114.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling