+64.6%
EWZ vs PGR
+159.1%
-94.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +1.1% | -3.4% | +4.6% | +1.6% |
| 30D | +13.5% | +1.8% | +11.7% | +13.2% |
| 3M | +15.2% | +5.9% | +9.3% | +13.9% |
| 6M | +3.7% | +4.6% | -0.8% | +2.6% |
| YTD | +22.5% | +1.1% | +21.5% | +21.8% |
| 1Y | +35.3% | -6.6% | +41.8% | +36.2% |
| 3Y | +50.2% | +74.2% | -24.0% | +33.2% |
| 5Y | +64.6% | +159.5% | -94.9% | +27.6% |
| All | +64.6% | +159.1% | -94.5% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling