+73.4%
PGR vs STLA
-66.1%
+139.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.6% |
| 7D | -0.6% | -2.9% | +2.3% | -0.6% |
| 30D | +4.9% | +0.9% | +4.0% | +4.9% |
| 3M | +7.6% | -21.6% | +29.3% | +7.8% |
| 6M | +8.3% | -21.6% | +29.9% | +8.3% |
| YTD | +1.7% | -50.4% | +52.1% | +2.7% |
| 1Y | -6.8% | -43.6% | +36.7% | -6.3% |
| 3Y | +73.4% | -66.4% | +139.9% | +73.9% |
| All | +73.4% | -66.1% | +139.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling