+811.9%
PGR vs STZ
-11.3%
+823.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.4% |
| 30D | +4.9% | -8.6% | +13.5% | +7.0% |
| 3M | +7.6% | -13.8% | +21.4% | +11.1% |
| 6M | +8.3% | -17.2% | +25.4% | +12.4% |
| YTD | +1.7% | -9.4% | +11.1% | +3.2% |
| 1Y | -6.8% | -11.9% | +5.0% | -5.1% |
| 3Y | +73.4% | -49.6% | +123.0% | +98.0% |
| 5Y | +161.2% | -37.2% | +198.4% | +179.8% |
| All | +811.9% | -11.3% | +823.2% | +815.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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