+5.2%
SSPC vs PGR
+16.7%
-11.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.5% | +5.3% | +4.9% |
| 7D | +11.8% | +4.1% | +7.8% | +7.3% |
| 30D | +44.8% | +10.4% | +34.4% | +31.0% |
| 3M | -40.7% | +11.4% | -52.1% | -46.2% |
| All | +5.2% | +16.7% | -11.5% | -6.7% |
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 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 · Available span rolling