+2,169.0%
SAP vs PGR
+10,857.1%
-8,688.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.3% | -2.7% | +2.4% | +0.7% |
| 30D | +0.3% | +0.7% | -0.4% | -0.1% |
| 3M | +16.9% | +7.7% | +9.2% | +13.6% |
| 6M | +6.3% | +4.3% | +2.0% | +4.2% |
| YTD | -12.4% | +0.7% | -13.1% | -13.2% |
| 1Y | -21.6% | -5.7% | -16.0% | -20.9% |
| 3Y | +54.8% | +73.7% | -18.9% | +23.4% |
| 5Y | +56.2% | +158.4% | -102.2% | +4.5% |
| 10Y | +179.0% | +810.5% | -631.5% | +14.6% |
| All | +2,169.0% | +10,857.1% | -8,688.1% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling