+158.8%
PGR vs EFV
+95.9%
+62.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +4.9% | +0.6% | +4.3% | +4.7% |
| 3M | +7.6% | +7.5% | +0.1% | +4.9% |
| 6M | +8.3% | +13.0% | -4.8% | +3.2% |
| YTD | +1.7% | +18.3% | -16.6% | -5.1% |
| 1Y | -6.8% | +26.7% | -33.6% | -15.7% |
| 3Y | +73.4% | +89.6% | -16.1% | +31.3% |
| All | +158.8% | +95.9% | +62.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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