+41,818.8%
PGR vs ECL
+12,677.8%
+29,141.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -2.7% | -2.7% | +0.1% | -1.6% |
| 30D | +0.7% | -4.3% | +5.0% | +2.5% |
| 3M | +7.7% | +3.2% | +4.5% | +6.2% |
| 6M | +4.3% | -2.9% | +7.2% | +5.0% |
| YTD | +0.7% | +4.3% | -3.5% | -1.5% |
| 1Y | -5.7% | +1.6% | -7.3% | -7.1% |
| 3Y | +73.7% | +54.3% | +19.4% | +43.2% |
| 5Y | +158.4% | +26.5% | +131.9% | +124.7% |
| 10Y | +810.5% | +155.6% | +654.9% | +469.2% |
| All | +41,818.8% | +12,677.8% | +29,141.0% | +10,054.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling