+811.9%
PGR vs SRE
+122.3%
+689.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +4.9% | -3.0% | +7.9% | +5.8% |
| 3M | +7.6% | -8.3% | +15.9% | +10.3% |
| 6M | +8.3% | -8.9% | +17.2% | +11.0% |
| YTD | +1.7% | -4.3% | +6.0% | +2.5% |
| 1Y | -6.8% | +2.7% | -9.6% | -8.5% |
| 3Y | +73.4% | +28.7% | +44.8% | +54.4% |
| 5Y | +161.2% | +47.1% | +114.1% | +121.1% |
| All | +811.9% | +122.3% | +689.6% | +607.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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