+816.2%
PGR vs SPMO
+566.1%
+250.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +4.9% | -1.9% | +6.9% | +5.5% |
| 3M | +7.6% | -1.4% | +9.0% | +6.7% |
| 6M | +8.3% | +25.5% | -17.2% | -5.1% |
| YTD | +1.7% | +24.8% | -23.1% | -10.8% |
| 1Y | -6.8% | +24.5% | -31.3% | -18.5% |
| 3Y | +73.4% | +157.1% | -83.7% | -0.7% |
| 5Y | +161.2% | +149.5% | +11.7% | +50.6% |
| 10Y | +819.5% | +518.1% | +301.4% | +253.6% |
| All | +816.2% | +566.1% | +250.1% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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