+158.8%
PGR vs SNAP
-92.5%
+251.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.7% |
| 7D | -0.6% | +3.8% | -4.4% | -0.6% |
| 30D | +4.9% | +9.2% | -4.3% | +4.9% |
| 3M | +7.6% | +6.6% | +1.1% | +7.6% |
| 6M | +8.3% | +16.9% | -8.6% | +8.2% |
| YTD | +1.7% | -29.6% | +31.3% | +1.8% |
| 1Y | -6.8% | -22.1% | +15.2% | -6.8% |
| 3Y | +73.4% | -39.8% | +113.3% | +72.1% |
| All | +158.8% | -92.5% | +251.3% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling