+20.7%
SE vs PGR
+2.8%
+17.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -3.6% | -2.7% | -1.0% | -3.6% |
| 30D | -5.3% | +0.7% | -6.0% | -5.4% |
| 3M | +28.1% | +7.7% | +20.4% | +29.5% |
| 6M | +20.7% | +4.3% | +16.3% | +18.4% |
| All | +20.7% | +2.8% | +17.8% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling