+2,254.2%
STM vs PGR
+15,527.2%
-13,273.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.7% | -2.7% | +4.3% | +2.8% |
| 30D | -5.2% | +0.7% | -5.9% | -5.8% |
| 3M | -29.6% | +7.7% | -37.3% | -33.3% |
| 6M | +54.4% | +4.3% | +50.0% | +47.2% |
| YTD | +99.5% | +0.7% | +98.8% | +92.5% |
| 1Y | +100.8% | -5.7% | +106.4% | +98.0% |
| 3Y | +20.2% | +73.7% | -53.5% | -14.1% |
| 5Y | +21.1% | +158.4% | -137.3% | -31.0% |
| 10Y | +664.5% | +810.5% | -146.0% | +134.7% |
| All | +2,254.2% | +15,527.2% | -13,273.0% | +213.7% |
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