+443.1%
EWZ vs PGR
+6,443.9%
-6,000.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.9% |
| 7D | +5.6% | -2.6% | +8.1% | +6.9% |
| 30D | +9.3% | -0.2% | +9.5% | +9.1% |
| 3M | +15.7% | +7.4% | +8.3% | +10.4% |
| 6M | +7.4% | +2.1% | +5.3% | +4.4% |
| YTD | +22.7% | +0.5% | +22.2% | +19.8% |
| 1Y | +36.4% | -6.9% | +43.3% | +37.7% |
| 3Y | +50.4% | +73.2% | -22.8% | +6.4% |
| 5Y | +67.6% | +154.8% | -87.1% | -8.2% |
| 10Y | +84.1% | +786.4% | -702.4% | -51.2% |
| All | +443.1% | +6,443.9% | -6,000.8% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling