+811.9%
PGR vs STRL
+7,221.5%
-6,409.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.4% |
| 7D | -0.6% | +5.0% | -5.7% | -0.9% |
| 30D | +4.9% | -6.9% | +11.8% | +5.2% |
| 3M | +7.6% | -39.1% | +46.7% | +9.9% |
| 6M | +8.3% | +21.5% | -13.2% | +3.4% |
| YTD | +1.7% | +66.9% | -65.1% | -5.8% |
| 1Y | -6.8% | +61.6% | -68.5% | -14.3% |
| 3Y | +73.4% | +560.0% | -486.6% | +31.7% |
| 5Y | +161.2% | +2,238.9% | -2,077.6% | +61.7% |
| All | +811.9% | +7,221.5% | -6,409.6% | +364.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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