+159.5%
PGR vs SUI
-33.2%
+192.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -3.4% | -4.1% | +0.7% | -2.6% |
| 30D | +1.8% | -3.2% | +5.0% | +2.5% |
| 3M | +5.9% | -8.4% | +14.3% | +7.8% |
| 6M | +4.6% | -14.4% | +18.9% | +7.7% |
| YTD | +1.1% | -5.5% | +6.6% | +2.1% |
| 1Y | -6.6% | -7.3% | +0.8% | -5.3% |
| 3Y | +74.2% | +9.9% | +64.3% | +68.7% |
| 5Y | +159.5% | -31.6% | +191.1% | +188.8% |
| All | +159.5% | -33.2% | +192.7% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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