+36.0%
EWT vs PGR
+18.4%
+17.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -0.7% | -10.8% | -11.8% |
| 7D | -19.0% | +1.3% | -20.3% | -18.5% |
| 30D | -27.0% | +10.0% | -36.9% | -23.7% |
| 3M | -15.6% | +9.6% | -25.2% | -11.8% |
| 6M | -7.4% | +18.0% | -25.4% | +0.9% |
| YTD | +35.2% | +9.0% | +26.2% | +45.7% |
| 1Y | +36.0% | +18.8% | +17.2% | +48.6% |
| All | +36.0% | +18.4% | +17.6% | +48.6% |
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