+252.8%
SPOT vs PGR
+359.7%
-106.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 6M | +2.2% | +8.3% | -6.0% | +0.1% |
| YTD | -9.5% | +1.7% | -11.2% | -10.2% |
| 1Y | -23.8% | -6.8% | -17.0% | -23.1% |
| 3Y | +233.5% | +73.4% | +160.0% | +193.0% |
| 5Y | +112.2% | +161.2% | -49.0% | +67.4% |
| All | +252.8% | +359.7% | -106.9% | +143.6% |
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