+3,795.2%
EMR vs PGR
+42,227.8%
-38,432.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.1% |
| 30D | -9.4% | +1.8% | -11.2% | -10.1% |
| 3M | +8.6% | +5.9% | +2.7% | +5.5% |
| 6M | +6.7% | +4.6% | +2.1% | +3.5% |
| YTD | +13.1% | +1.1% | +12.0% | +10.7% |
| 1Y | +12.7% | -6.6% | +19.3% | +13.1% |
| 3Y | +58.1% | +74.2% | -16.1% | +24.2% |
| 5Y | +63.6% | +159.5% | -95.9% | +9.1% |
| 10Y | +272.4% | +813.4% | -541.0% | +57.2% |
| All | +3,795.2% | +42,227.8% | -38,432.6% | +638.1% |
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