+811.9%
PGR vs EIX
+19.9%
+792.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -0.6% | -1.4% | +0.7% | -0.4% |
| 30D | +4.9% | -19.3% | +24.3% | +9.2% |
| 3M | +7.6% | -21.7% | +29.3% | +12.6% |
| 6M | +8.3% | -19.8% | +28.1% | +12.3% |
| YTD | +1.7% | -3.0% | +4.8% | +0.2% |
| 1Y | -6.8% | +5.1% | -11.9% | -10.4% |
| 3Y | +73.4% | -7.0% | +80.4% | +69.2% |
| 5Y | +161.2% | +22.0% | +139.2% | +134.1% |
| All | +811.9% | +19.9% | +792.0% | +690.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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