+5.6%
PGR vs SOLS
+17.0%
-11.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -3.5% | +2.8% | -0.9% |
| 30D | +4.9% | -1.0% | +5.9% | +5.0% |
| 3M | +7.6% | -24.1% | +31.7% | +6.3% |
| 6M | +8.3% | -18.0% | +26.2% | +7.5% |
| YTD | +1.7% | +27.1% | -25.3% | +3.1% |
| All | +5.6% | +17.0% | -11.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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