+158.8%
PGR vs SU
+348.9%
-190.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | +4.9% | +8.4% | -3.5% | +3.8% |
| 3M | +7.6% | +12.1% | -4.4% | +5.8% |
| 6M | +8.3% | +19.7% | -11.4% | +5.1% |
| YTD | +1.7% | +58.4% | -56.7% | -5.4% |
| 1Y | -6.8% | +67.2% | -74.1% | -14.2% |
| 3Y | +73.4% | +125.0% | -51.6% | +50.6% |
| All | +158.8% | +348.9% | -190.2% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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