+842.3%
EEM vs PGR
+2,475.5%
-1,633.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -1.3% | -0.6% | -0.6% | -1.0% |
| 30D | +2.1% | +4.9% | -2.9% | -0.6% |
| 3M | +1.0% | +7.6% | -6.6% | -4.2% |
| 6M | +15.9% | +8.3% | +7.7% | +8.6% |
| YTD | +24.6% | +1.7% | +22.9% | +20.0% |
| 1Y | +32.3% | -6.8% | +39.1% | +32.3% |
| 3Y | +85.9% | +73.4% | +12.5% | +26.8% |
| 5Y | +45.4% | +161.2% | -115.9% | -26.7% |
| 10Y | +130.1% | +819.5% | -689.4% | -53.9% |
| All | +842.3% | +2,475.5% | -1,633.2% | -10.7% |
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