+158.8%
PGR vs STT
+155.2%
+3.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.9% | +1.7% | +3.2% | +4.5% |
| 3M | +7.6% | +17.9% | -10.3% | +3.9% |
| 6M | +8.3% | +55.3% | -47.0% | -1.3% |
| YTD | +1.7% | +52.7% | -50.9% | -7.2% |
| 1Y | -6.8% | +75.7% | -82.5% | -17.8% |
| 3Y | +73.4% | +197.9% | -124.5% | +33.5% |
| All | +158.8% | +155.2% | +3.6% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 5y: compounded portfolio wealth divided by compounded STT 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…
5y analysis · Full analysis span regression · 6 months rolling