+158.8%
PGR vs AEIS
+232.6%
-73.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | +0.8% |
| 7D | -0.6% | +2.3% | -2.9% | -0.5% |
| 30D | +4.9% | -14.8% | +19.8% | +4.6% |
| 3M | +7.6% | -15.6% | +23.2% | +7.5% |
| 6M | +8.3% | -8.7% | +17.0% | +7.9% |
| YTD | +1.7% | +37.3% | -35.6% | +0.5% |
| 1Y | -6.8% | +80.3% | -87.2% | -9.1% |
| 3Y | +73.4% | +177.9% | -104.5% | +63.1% |
| All | +158.8% | +232.6% | -73.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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