+811.9%
PGR vs SPXS
-99.6%
+911.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.2% |
| 7D | -0.6% | +2.5% | -3.1% | -0.1% |
| 30D | +4.9% | +4.2% | +0.7% | +5.8% |
| 3M | +7.6% | -9.3% | +17.0% | +5.7% |
| 6M | +8.3% | -30.7% | +39.0% | +1.0% |
| YTD | +1.7% | -28.1% | +29.8% | -4.2% |
| 1Y | -6.8% | -35.1% | +28.2% | -14.0% |
| 3Y | +73.4% | -79.6% | +153.0% | +31.0% |
| 5Y | +161.2% | -86.3% | +247.5% | +96.6% |
| All | +811.9% | -99.6% | +911.4% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling