-15.3%
SKHY vs PGR
+1.4%
-16.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.9% | +10.5% |
| 7D | -0.6% | -0.5% | 0.0% | -1.2% |
| 30D | -12.3% | +6.0% | -18.3% | -5.9% |
| 3M | +0.4% | +10.0% | -9.6% | +12.4% |
| All | -15.3% | +1.4% | -16.7% | -13.1% |
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 · Available span rolling