+33.6%
EQT vs PGR
+75.0%
-41.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | 0.0% | +4.9% | -4.9% | -0.5% |
| 3M | +5.9% | +7.6% | -1.7% | +4.9% |
| 6M | -14.8% | +8.3% | -23.0% | -15.7% |
| YTD | +1.8% | +1.7% | 0.0% | +1.4% |
| 1Y | +7.4% | -6.8% | +14.2% | +8.4% |
| 3Y | +33.6% | +73.4% | -39.8% | +42.8% |
| All | +33.6% | +75.0% | -41.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling