+19.3%
ETN vs PGR
-6.1%
+25.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +2.5% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -7.9% | +2.9% | -10.8% | -6.6% |
| 3M | -1.6% | +12.1% | -13.7% | +3.1% |
| 6M | +16.9% | +3.7% | +13.2% | +20.5% |
| YTD | +30.1% | +2.4% | +27.7% | +33.2% |
| 1Y | +19.3% | -6.4% | +25.7% | +23.6% |
| All | +19.3% | -6.1% | +25.4% | +23.6% |
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