+15,704.1%
PGR vs SPY
+3,040.6%
+12,663.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -1.9% |
| 30D | +1.8% | -1.7% | +3.5% | +3.1% |
| 3M | +5.9% | +4.7% | +1.2% | +1.4% |
| 6M | +4.6% | +12.5% | -7.9% | -6.1% |
| YTD | +1.1% | +11.7% | -10.7% | -9.0% |
| 1Y | -6.6% | +17.5% | -24.0% | -19.6% |
| 3Y | +74.2% | +76.6% | -2.4% | +3.8% |
| 5Y | +159.5% | +82.0% | +77.5% | +46.6% |
| 10Y | +813.4% | +317.1% | +496.3% | +140.8% |
| All | +15,704.1% | +3,040.6% | +12,663.5% | +757.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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