+73.4%
PGR vs ECL
+56.3%
+17.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +4.9% | -0.8% | +5.8% | +5.2% |
| 3M | +7.6% | +5.0% | +2.6% | +6.5% |
| 6M | +8.3% | +0.2% | +8.0% | +8.1% |
| YTD | +1.7% | +5.8% | -4.0% | +0.2% |
| 1Y | -6.8% | +1.5% | -8.4% | -7.4% |
| 3Y | +73.4% | +55.0% | +18.5% | +67.7% |
| All | +73.4% | +56.3% | +17.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling