+603.8%
PGR vs SNAP
-77.9%
+681.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | -2.7% | -5.0% | +2.4% | -2.5% |
| 30D | +0.7% | -0.7% | +1.5% | +0.7% |
| 3M | +7.7% | -5.0% | +12.7% | +7.7% |
| 6M | +4.3% | +3.5% | +0.8% | +3.9% |
| YTD | +0.7% | -34.2% | +34.9% | +1.6% |
| 1Y | -5.7% | -27.1% | +21.4% | -5.2% |
| 3Y | +73.7% | -43.5% | +117.1% | +72.2% |
| 5Y | +158.4% | -92.9% | +251.3% | +173.8% |
| All | +603.8% | -77.9% | +681.7% | +526.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling