+19.3%
PGR vs SYY
+8.0%
+11.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +2.0% |
| 7D | +4.1% | -6.3% | +10.4% | +4.7% |
| 30D | +10.4% | +0.7% | +9.7% | +10.4% |
| 3M | +11.4% | -7.1% | +18.5% | +12.2% |
| 6M | +17.9% | +6.8% | +11.1% | +19.0% |
| YTD | +9.8% | +6.7% | +3.1% | +8.4% |
| 1Y | +19.3% | +7.5% | +11.7% | +17.5% |
| All | +19.3% | +8.0% | +11.3% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling