+18.0%
IEFA vs PGR
-6.1%
+24.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -1.5% | +4.9% | -6.4% | -0.8% |
| 3M | +3.4% | +7.6% | -4.2% | +4.7% |
| 6M | +9.5% | +8.3% | +1.2% | +11.0% |
| YTD | +13.0% | +1.7% | +11.3% | +14.5% |
| 1Y | +18.0% | -6.8% | +24.9% | +18.8% |
| All | +18.0% | -6.1% | +24.1% | +18.8% |
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