+42,231.2%
PGR vs EFX
+6,112.3%
+36,118.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.6% | -4.5% | +3.9% | +0.7% |
| 30D | +4.9% | -6.1% | +11.0% | +6.8% |
| 3M | +7.6% | +6.2% | +1.4% | +5.4% |
| 6M | +8.3% | -11.2% | +19.5% | +11.0% |
| YTD | +1.7% | -21.4% | +23.1% | +7.3% |
| 1Y | -6.8% | -34.3% | +27.5% | +3.1% |
| 3Y | +73.4% | -12.5% | +86.0% | +70.4% |
| 5Y | +161.2% | -35.6% | +196.8% | +172.2% |
| 10Y | +819.5% | +41.8% | +777.7% | +612.7% |
| All | +42,231.2% | +6,112.3% | +36,118.8% | +13,646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling