+171.9%
SAP vs PGR
+825.1%
-653.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | +1.1% | +4.9% | -3.9% | -0.5% |
| 3M | +26.1% | +7.6% | +18.5% | +23.1% |
| 6M | +9.8% | +8.3% | +1.5% | +6.7% |
| YTD | -13.6% | +1.7% | -15.3% | -14.5% |
| 1Y | -18.7% | -6.8% | -11.8% | -17.5% |
| 3Y | +54.1% | +73.4% | -19.3% | +25.5% |
| 5Y | +54.7% | +161.2% | -106.5% | +3.6% |
| All | +171.9% | +825.1% | -653.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling