+190.4%
ETN vs PGR
+159.7%
+30.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -7.5% | +4.9% | -12.5% | -8.0% |
| 3M | +8.3% | +7.6% | +0.7% | +6.8% |
| 6M | +20.2% | +8.3% | +11.9% | +18.1% |
| YTD | +34.7% | +1.7% | +32.9% | +33.6% |
| 1Y | +19.4% | -6.8% | +26.3% | +20.5% |
| 3Y | +85.5% | +73.4% | +12.1% | +55.0% |
| All | +190.4% | +159.7% | +30.7% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling