+17.7%
STM vs PGR
+73.8%
-56.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.5% |
| 7D | -1.1% | -3.4% | +2.4% | -2.0% |
| 30D | -7.8% | +1.8% | -9.6% | -7.1% |
| 3M | -28.2% | +5.9% | -34.1% | -26.7% |
| 6M | +52.0% | +4.6% | +47.4% | +55.3% |
| YTD | +96.4% | +1.1% | +95.3% | +100.0% |
| 1Y | +98.8% | -6.6% | +105.4% | +101.6% |
| All | +17.7% | +73.8% | -56.1% | +41.5% |
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