+303.5%
EWY vs PGR
+825.1%
-521.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.1% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +7.3% | +4.9% | +2.4% | +6.4% |
| 3M | -5.1% | +7.6% | -12.8% | -7.2% |
| 6M | +42.1% | +8.3% | +33.8% | +37.9% |
| YTD | +94.1% | +1.7% | +92.4% | +91.0% |
| 1Y | +147.8% | -6.8% | +154.7% | +148.7% |
| 3Y | +222.9% | +73.4% | +149.5% | +162.4% |
| 5Y | +150.6% | +161.2% | -10.6% | +68.3% |
| All | +303.5% | +825.1% | -521.6% | +81.3% |
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