-8.8%
SMCI vs PGR
-6.1%
-2.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.9% |
| 7D | +1.3% | -0.6% | +1.9% | +0.7% |
| 30D | +6.6% | +4.9% | +1.7% | +11.7% |
| 3M | +25.4% | +7.6% | +17.8% | +39.6% |
| 6M | +26.1% | +8.3% | +17.9% | +45.3% |
| YTD | +37.0% | +1.7% | +35.3% | +53.4% |
| 1Y | -8.8% | -6.8% | -1.9% | +1.6% |
| All | -8.8% | -6.1% | -2.7% | +1.6% |
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