-14.4%
SMR vs PGR
+127.3%
-141.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -15.7% |
| 7D | -11.2% | -0.6% | -10.6% | -11.2% |
| 30D | -10.2% | +4.9% | -15.2% | -10.2% |
| 3M | -10.0% | +7.6% | -17.7% | -10.3% |
| 6M | -30.5% | +8.3% | -38.7% | -30.8% |
| YTD | -39.2% | +1.7% | -41.0% | -39.2% |
| 1Y | -75.5% | -6.8% | -68.7% | -75.2% |
| 3Y | +45.4% | +73.4% | -28.0% | +35.3% |
| All | -14.4% | +127.3% | -141.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling