+13,077.0%
PGR vs SPG
+5,191.1%
+7,885.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -3.4% | -2.2% | -1.2% | -2.8% |
| 30D | +1.8% | -5.8% | +7.6% | +3.5% |
| 3M | +5.9% | -2.8% | +8.7% | +6.7% |
| 6M | +4.6% | +8.9% | -4.3% | +1.8% |
| YTD | +1.1% | +14.3% | -13.2% | -3.0% |
| 1Y | -6.6% | +19.5% | -26.0% | -11.5% |
| 3Y | +74.2% | +106.9% | -32.6% | +38.5% |
| 5Y | +159.5% | +108.7% | +50.8% | +101.4% |
| 10Y | +813.4% | +63.8% | +749.6% | +576.9% |
| All | +13,077.0% | +5,191.1% | +7,885.9% | +3,137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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