+41,953.0%
PGR vs EIX
+1,083.5%
+40,869.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | +1.8% | -18.8% | +20.6% | +5.6% |
| 3M | +5.9% | -19.7% | +25.6% | +9.9% |
| 6M | +4.6% | -18.2% | +22.8% | +7.8% |
| YTD | +1.1% | -1.7% | +2.8% | -0.3% |
| 1Y | -6.6% | +7.8% | -14.3% | -9.9% |
| 3Y | +74.2% | -5.6% | +79.8% | +70.5% |
| 5Y | +159.5% | +23.7% | +135.8% | +137.1% |
| 10Y | +813.4% | +21.4% | +792.0% | +708.0% |
| All | +41,953.0% | +1,083.5% | +40,869.5% | +22,852.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling