+158.8%
PGR vs STZ
-37.6%
+196.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | +4.9% | -8.6% | +13.5% | +6.8% |
| 3M | +7.6% | -13.8% | +21.4% | +10.6% |
| 6M | +8.3% | -17.2% | +25.4% | +11.7% |
| YTD | +1.7% | -9.4% | +11.1% | +2.9% |
| 1Y | -6.8% | -11.9% | +5.0% | -5.4% |
| 3Y | +73.4% | -49.6% | +123.0% | +95.0% |
| All | +158.8% | -37.6% | +196.4% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling