-29.3%
EW vs PGR
+159.7%
-189.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -2.9% |
| 7D | -6.2% | -0.6% | -5.5% | -6.1% |
| 30D | -9.3% | +4.9% | -14.3% | -10.1% |
| 3M | -1.6% | +7.6% | -9.3% | -2.8% |
| 6M | -0.8% | +8.3% | -9.1% | -2.3% |
| YTD | -1.0% | +1.7% | -2.8% | -1.6% |
| 1Y | +8.2% | -6.8% | +15.0% | +9.2% |
| 3Y | +12.7% | +73.4% | -60.8% | +0.6% |
| All | -29.3% | +159.7% | -189.1% | -47.2% |
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