+158.8%
PGR vs EAT
+313.1%
-154.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -0.6% | -7.7% | +7.1% | -0.3% |
| 30D | +4.9% | -13.6% | +18.5% | +5.5% |
| 3M | +7.6% | +33.9% | -26.2% | +6.3% |
| 6M | +8.3% | +47.2% | -39.0% | +6.3% |
| YTD | +1.7% | +48.1% | -46.3% | -0.3% |
| 1Y | -6.8% | +33.7% | -40.5% | -8.4% |
| 3Y | +73.4% | +595.8% | -522.3% | +57.4% |
| All | +158.8% | +313.1% | -154.3% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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