+13,054.8%
SPGI vs PGR
+42,092.7%
-29,037.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | -3.1% | -2.7% | -0.4% | -2.1% |
| 30D | +2.0% | +0.7% | +1.3% | +1.8% |
| 3M | +4.3% | +7.7% | -3.4% | +1.2% |
| 6M | -0.2% | +4.3% | -4.5% | -2.3% |
| YTD | -14.8% | +0.7% | -15.5% | -15.7% |
| 1Y | -18.5% | -5.7% | -12.9% | -17.7% |
| 3Y | +16.0% | +73.7% | -57.7% | -7.2% |
| 5Y | +2.2% | +158.4% | -156.2% | -31.0% |
| 10Y | +296.4% | +810.5% | -514.1% | +70.7% |
| All | +13,054.8% | +42,092.7% | -29,037.9% | +2,540.3% |
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