+3,343.4%
STX vs PGR
+825.1%
+2,518.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | -2.3% | -0.6% | -1.6% | -2.2% |
| 30D | -5.5% | +4.9% | -10.4% | -6.6% |
| 3M | -4.3% | +7.6% | -11.9% | -7.0% |
| 6M | +115.6% | +8.3% | +107.4% | +108.1% |
| YTD | +202.2% | +1.7% | +200.5% | +195.8% |
| 1Y | +325.3% | -6.8% | +332.1% | +325.6% |
| 3Y | +1,283.9% | +73.4% | +1,210.5% | +974.4% |
| 5Y | +1,048.3% | +161.2% | +887.1% | +623.1% |
| All | +3,343.4% | +825.1% | +2,518.3% | +966.7% |
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 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