-40.9%
SE vs PGR
-6.1%
-34.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -2.5% | +2.9% | -5.4% | -2.8% |
| 3M | +21.7% | +12.1% | +9.6% | +19.8% |
| 6M | +27.0% | +3.7% | +23.3% | +26.4% |
| YTD | -12.1% | +2.4% | -14.5% | -12.8% |
| 1Y | -40.9% | -6.4% | -34.6% | -37.1% |
| All | -40.9% | -6.1% | -34.8% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling