+84.9%
EWT vs PGR
-6.1%
+91.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +2.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.4% |
| 30D | +4.5% | +4.9% | -0.5% | +6.8% |
| 3M | +8.3% | +7.6% | +0.6% | +12.8% |
| 6M | +54.2% | +8.3% | +46.0% | +61.5% |
| YTD | +74.6% | +1.7% | +72.8% | +80.5% |
| 1Y | +84.9% | -6.8% | +91.7% | +87.8% |
| All | +84.9% | -6.1% | +91.0% | +87.8% |
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