+513.6%
EWT vs PGR
+825.1%
-311.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +4.5% | +4.9% | -0.5% | +3.7% |
| 3M | +8.3% | +7.6% | +0.6% | +6.4% |
| 6M | +54.2% | +8.3% | +46.0% | +51.0% |
| YTD | +74.6% | +1.7% | +72.8% | +72.7% |
| 1Y | +84.9% | -6.8% | +91.7% | +85.8% |
| 3Y | +197.5% | +73.4% | +124.1% | +153.7% |
| 5Y | +150.6% | +161.2% | -10.6% | +84.6% |
| All | +513.6% | +825.1% | -311.5% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling