+177.8%
SE vs PGR
+75.0%
+102.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | -17.1% | +4.9% | -22.0% | -17.8% |
| 3M | +24.0% | +7.6% | +16.3% | +21.9% |
| 6M | +21.0% | +8.3% | +12.7% | +18.5% |
| YTD | -16.7% | +1.7% | -18.5% | -17.3% |
| 1Y | -45.9% | -6.8% | -39.1% | -45.2% |
| 3Y | +177.8% | +73.4% | +104.4% | +199.8% |
| All | +177.8% | +75.0% | +102.9% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling