-5.1%
SNXX vs PGR
+12.6%
-17.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.7% | -42.4% | -45.4% |
| 7D | -66.8% | +1.3% | -68.1% | -65.0% |
| 30D | -79.7% | +10.0% | -89.6% | -71.3% |
| 3M | -72.8% | +9.6% | -82.4% | -60.2% |
| 6M | -84.7% | +18.0% | -102.7% | -60.7% |
| All | -5.1% | +12.6% | -17.7% | +123.7% |
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