+42,231.2%
PGR vs ED
+2,199.4%
+40,031.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 6M | +8.3% | -3.1% | +11.4% | +9.6% |
| YTD | +1.7% | +9.8% | -8.1% | -2.5% |
| 1Y | -6.8% | +12.6% | -19.4% | -11.8% |
| 3Y | +73.4% | +31.4% | +42.0% | +52.3% |
| 5Y | +161.2% | +69.4% | +91.8% | +103.9% |
| 10Y | +819.5% | +108.7% | +710.8% | +530.7% |
| All | +42,231.2% | +2,199.4% | +40,031.8% | +11,566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling