+2,774.9%
PGR vs SPXS
-100.0%
+2,874.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | 0.0% |
| 7D | -0.6% | +2.5% | -3.1% | +0.1% |
| 30D | +4.9% | +4.2% | +0.7% | +6.1% |
| 3M | +7.6% | -9.3% | +17.0% | +5.0% |
| 6M | +8.3% | -30.7% | +39.0% | -1.4% |
| YTD | +1.7% | -28.1% | +29.8% | -6.2% |
| 1Y | -6.8% | -35.1% | +28.2% | -16.3% |
| 3Y | +73.4% | -79.6% | +153.0% | +20.1% |
| 5Y | +161.2% | -86.3% | +247.5% | +79.3% |
| 10Y | +819.5% | -99.5% | +919.0% | +184.8% |
| All | +2,774.9% | -100.0% | +2,874.9% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling