+5,951.5%
SO vs PGR
+42,227.8%
-36,276.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.1% | -3.4% | +2.3% | -0.5% |
| 30D | -3.7% | +1.8% | -5.6% | -4.1% |
| 3M | -5.9% | +5.9% | -11.8% | -7.1% |
| 6M | -7.3% | +4.6% | -11.9% | -8.4% |
| YTD | +3.1% | +1.1% | +2.0% | +2.5% |
| 1Y | -1.0% | -6.6% | +5.6% | -0.3% |
| 3Y | +43.2% | +74.2% | -31.0% | +28.1% |
| 5Y | +59.1% | +159.5% | -100.4% | +31.3% |
| 10Y | +160.2% | +813.4% | -653.2% | +75.1% |
| All | +5,951.5% | +42,227.8% | -36,276.3% | +2,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling