+3,042.8%
SPY vs PGR
+15,644.7%
-12,601.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | -3.4% | +1.4% | -0.8% |
| 30D | -1.7% | +1.8% | -3.5% | -2.4% |
| 3M | +4.7% | +5.9% | -1.2% | +1.9% |
| 6M | +12.5% | +4.6% | +7.9% | +9.5% |
| YTD | +11.7% | +1.1% | +10.7% | +9.7% |
| 1Y | +17.5% | -6.6% | +24.0% | +18.1% |
| 3Y | +76.6% | +74.2% | +2.4% | +40.0% |
| 5Y | +82.0% | +159.5% | -77.5% | +22.4% |
| 10Y | +317.1% | +813.4% | -496.3% | +76.6% |
| All | +3,042.8% | +15,644.7% | -12,601.9% | +567.7% |
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