+153.1%
SO vs PGR
+825.1%
-672.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -5.0% | +4.9% | -9.9% | -6.4% |
| 3M | -5.8% | +7.6% | -13.4% | -8.1% |
| 6M | -7.9% | +8.3% | -16.2% | -10.6% |
| YTD | +2.4% | +1.7% | +0.7% | +1.1% |
| 1Y | -2.3% | -6.8% | +4.6% | -1.1% |
| 3Y | +41.9% | +73.4% | -31.6% | +15.9% |
| 5Y | +58.1% | +161.2% | -103.2% | +8.0% |
| All | +153.1% | +825.1% | -672.0% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling