+355.1%
AEM vs PGR
+825.1%
-470.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +8.4% | +4.9% | +3.5% | +8.2% |
| 3M | +27.3% | +7.6% | +19.6% | +26.7% |
| 6M | -9.7% | +8.3% | -17.9% | -10.2% |
| YTD | +19.0% | +1.7% | +17.2% | +18.7% |
| 1Y | +31.5% | -6.8% | +38.3% | +32.0% |
| 3Y | +338.7% | +73.4% | +265.3% | +323.4% |
| 5Y | +307.4% | +161.2% | +146.2% | +280.9% |
| All | +355.1% | +825.1% | -470.0% | +493.0% |
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