+16,706.2%
STX vs PGR
+3,034.2%
+13,671.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | +9.6% | -2.7% | +12.2% | +10.6% |
| 30D | +10.6% | +0.7% | +9.9% | +9.5% |
| 3M | +4.8% | +7.7% | -2.9% | -1.0% |
| 6M | +137.3% | +4.3% | +132.9% | +125.0% |
| YTD | +222.5% | +0.7% | +221.7% | +208.9% |
| 1Y | +366.2% | -5.7% | +371.9% | +355.8% |
| 3Y | +1,352.9% | +73.7% | +1,279.2% | +909.0% |
| 5Y | +1,077.4% | +158.4% | +919.0% | +538.3% |
| 10Y | +3,621.5% | +810.5% | +2,811.0% | +854.8% |
| All | +16,706.2% | +3,034.2% | +13,671.9% | +2,052.8% |
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 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