+33,364.0%
PGR vs STZ
+9,289.7%
+24,074.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | 0.0% |
| 7D | -3.4% | -4.1% | +0.7% | -2.7% |
| 30D | +1.8% | -7.6% | +9.4% | +3.3% |
| 3M | +5.9% | -12.3% | +18.2% | +8.5% |
| 6M | +4.6% | -16.3% | +20.9% | +7.8% |
| YTD | +1.1% | -8.4% | +9.4% | +2.2% |
| 1Y | -6.6% | -10.8% | +4.3% | -5.2% |
| 3Y | +74.2% | -49.0% | +123.2% | +94.5% |
| 5Y | +159.5% | -36.5% | +196.0% | +176.1% |
| 10Y | +813.4% | -10.3% | +823.8% | +784.5% |
| All | +33,364.0% | +9,289.7% | +24,074.4% | +15,702.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling