+273.0%
EMR vs PGR
+825.1%
-552.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -6.8% | +4.9% | -11.7% | -8.4% |
| 3M | +7.5% | +7.6% | -0.2% | +3.8% |
| 6M | +9.9% | +8.3% | +1.6% | +5.3% |
| YTD | +16.0% | +1.7% | +14.2% | +13.4% |
| 1Y | +12.4% | -6.8% | +19.3% | +13.4% |
| 3Y | +60.2% | +73.4% | -13.2% | +20.7% |
| 5Y | +67.9% | +161.2% | -93.4% | 0.0% |
| All | +273.0% | +825.1% | -552.1% | +19.5% |
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