+62.4%
EWY vs PGR
+21.4%
+41.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | +0.1% |
| 7D | -8.3% | +4.1% | -12.4% | -5.3% |
| 30D | -20.5% | +10.4% | -31.0% | -13.7% |
| 3M | -11.1% | +11.4% | -22.5% | -2.4% |
| 6M | -7.0% | +17.9% | -24.9% | +11.3% |
| YTD | +56.5% | +9.8% | +46.7% | +85.3% |
| 1Y | +62.4% | +19.3% | +43.2% | +100.2% |
| All | +62.4% | +21.4% | +41.1% | +100.2% |
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 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