+233.5%
SPOT vs PGR
+75.0%
+158.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | +7.4% | +4.9% | +2.4% | +6.2% |
| 3M | +8.2% | +7.6% | +0.5% | +6.1% |
| 6M | +2.2% | +8.3% | -6.0% | -0.1% |
| YTD | -9.5% | +1.7% | -11.2% | -10.4% |
| 1Y | -23.8% | -6.8% | -17.0% | -23.0% |
| 3Y | +233.5% | +73.4% | +160.0% | +225.0% |
| All | +233.5% | +75.0% | +158.5% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling