+655.9%
STM vs PGR
+825.1%
-169.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -4.9% | +4.9% | -9.9% | -6.4% |
| 3M | -34.0% | +7.6% | -41.6% | -36.3% |
| 6M | +51.8% | +8.3% | +43.6% | +45.4% |
| YTD | +99.4% | +1.7% | +97.6% | +94.4% |
| 1Y | +99.1% | -6.8% | +105.9% | +99.4% |
| 3Y | +19.5% | +73.4% | -54.0% | -11.4% |
| 5Y | +19.5% | +161.2% | -141.7% | -32.0% |
| All | +655.9% | +825.1% | -169.3% | +198.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling