+562.3%
SE vs PGR
+472.1%
+90.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.6% |
| 30D | -18.1% | +1.8% | -19.9% | -18.8% |
| 3M | +30.6% | +5.9% | +24.7% | +26.9% |
| 6M | +20.8% | +4.6% | +16.2% | +17.4% |
| YTD | -15.6% | +1.1% | -16.6% | -16.9% |
| 1Y | -44.2% | -6.6% | -37.6% | -43.5% |
| 3Y | +181.5% | +74.2% | +107.3% | +114.3% |
| 5Y | -66.9% | +159.5% | -226.4% | -79.7% |
| All | +562.3% | +472.1% | +90.2% | +144.7% |
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