+73.4%
PGR vs ED
+33.0%
+40.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +4.9% | -0.4% | +5.4% | +5.1% |
| 3M | +7.6% | +0.5% | +7.2% | +7.7% |
| 6M | +8.3% | -3.1% | +11.4% | +9.5% |
| YTD | +1.7% | +9.8% | -8.1% | -1.8% |
| 1Y | -6.8% | +12.6% | -19.4% | -11.0% |
| 3Y | +73.4% | +31.4% | +42.0% | +62.8% |
| All | +73.4% | +33.0% | +40.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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