+29,631.9%
PGR vs STRL
+19,294.4%
+10,337.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -3.4% | +5.4% | -8.8% | -3.6% |
| 30D | +1.8% | -9.0% | +10.8% | +2.0% |
| 3M | +5.9% | -37.1% | +43.0% | +7.0% |
| 6M | +4.6% | +17.8% | -13.3% | +2.8% |
| YTD | +1.1% | +58.3% | -57.3% | -1.7% |
| 1Y | -6.6% | +61.0% | -67.6% | -9.5% |
| 3Y | +74.2% | +517.8% | -443.6% | +59.5% |
| 5Y | +159.5% | +2,119.0% | -1,959.5% | +126.2% |
| 10Y | +813.4% | +7,147.5% | -6,334.1% | +656.8% |
| All | +29,631.9% | +19,294.4% | +10,337.5% | +23,604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling