+811.9%
PGR vs EFX
+42.6%
+769.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | +4.9% | -6.1% | +11.0% | +6.3% |
| 3M | +7.6% | +6.2% | +1.4% | +6.1% |
| 6M | +8.3% | -11.2% | +19.5% | +10.3% |
| YTD | +1.7% | -21.4% | +23.1% | +5.8% |
| 1Y | -6.8% | -34.3% | +27.5% | +0.3% |
| 3Y | +73.4% | -12.5% | +86.0% | +70.9% |
| 5Y | +161.2% | -35.6% | +196.8% | +170.9% |
| All | +811.9% | +42.6% | +769.3% | +629.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling