-12.5%
SPGI vs PGR
-6.1%
-6.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +8.4% | +2.9% | +5.5% | +7.6% |
| 3M | +11.8% | +12.1% | -0.3% | +8.6% |
| 6M | +5.7% | +3.7% | +2.0% | +4.0% |
| YTD | -9.7% | +2.4% | -12.0% | -10.9% |
| 1Y | -12.5% | -6.4% | -6.1% | -11.9% |
| All | -12.5% | -6.1% | -6.3% | -11.9% |
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 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