-85.6%
SMR vs PGR
+21.4%
-107.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -3.0% |
| 7D | -9.5% | +4.1% | -13.6% | -7.3% |
| 30D | -33.2% | +10.4% | -43.6% | -28.9% |
| 3M | -45.9% | +11.4% | -57.4% | -42.2% |
| 6M | -57.9% | +17.9% | -75.8% | -52.3% |
| YTD | -63.8% | +9.8% | -73.6% | -60.0% |
| 1Y | -85.6% | +19.3% | -104.9% | -80.6% |
| All | -85.6% | +21.4% | -107.0% | -80.6% |
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