+12.8%
EFA vs PGR
+18.4%
-5.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.9% |
| 7D | -1.6% | +1.3% | -2.9% | -1.4% |
| 30D | -1.5% | +10.0% | -11.4% | -0.2% |
| 3M | -4.4% | +9.6% | -14.0% | -3.2% |
| 6M | +2.2% | +18.0% | -15.7% | +5.0% |
| YTD | +8.6% | +9.0% | -0.4% | +11.6% |
| 1Y | +12.8% | +18.8% | -6.0% | +14.9% |
| All | +12.8% | +18.4% | -5.6% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling