+45.4%
SMR vs PGR
+75.0%
-29.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -15.6% |
| 7D | -11.2% | -0.6% | -10.6% | -11.3% |
| 30D | -10.2% | +4.9% | -15.2% | -9.6% |
| 3M | -10.0% | +7.6% | -17.7% | -9.1% |
| 6M | -30.5% | +8.3% | -38.7% | -29.7% |
| YTD | -39.2% | +1.7% | -41.0% | -38.5% |
| 1Y | -75.5% | -6.8% | -68.7% | -74.7% |
| 3Y | +45.4% | +73.4% | -28.0% | +52.9% |
| All | +45.4% | +75.0% | -29.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling