+89.4%
EWZ vs PGR
+825.1%
-735.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +12.8% | +4.9% | +7.8% | +10.9% |
| 3M | +10.8% | +7.6% | +3.1% | +7.3% |
| 6M | +2.5% | +8.3% | -5.7% | -1.3% |
| YTD | +21.4% | +1.7% | +19.6% | +19.1% |
| 1Y | +32.8% | -6.8% | +39.6% | +34.2% |
| 3Y | +45.2% | +73.4% | -28.3% | +11.9% |
| 5Y | +63.0% | +161.2% | -98.2% | -1.1% |
| All | +89.4% | +825.1% | -735.7% | -4.3% |
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