+3,372.3%
PGR vs SRE
+1,512.0%
+1,860.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +4.9% | -3.0% | +7.9% | +6.1% |
| 3M | +7.6% | -8.3% | +15.9% | +11.1% |
| 6M | +8.3% | -8.9% | +17.2% | +11.8% |
| YTD | +1.7% | -4.3% | +6.0% | +2.7% |
| 1Y | -6.8% | +2.7% | -9.6% | -8.9% |
| 3Y | +73.4% | +28.7% | +44.8% | +50.2% |
| 5Y | +161.2% | +47.1% | +114.1% | +111.8% |
| 10Y | +819.5% | +121.7% | +697.8% | +489.3% |
| All | +3,372.3% | +1,512.0% | +1,860.4% | +876.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling