+11,917.7%
PGR vs EL
+1,558.7%
+10,359.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -3.4% | -4.4% | +0.9% | -2.5% |
| 30D | +1.8% | +10.3% | -8.5% | -0.8% |
| 3M | +5.9% | +13.4% | -7.4% | +2.4% |
| 6M | +4.6% | +3.1% | +1.5% | +2.2% |
| YTD | +1.1% | -6.9% | +8.0% | +0.2% |
| 1Y | -6.6% | +11.9% | -18.5% | -12.1% |
| 3Y | +74.2% | -33.8% | +108.0% | +75.1% |
| 5Y | +159.5% | -69.0% | +228.5% | +212.7% |
| 10Y | +813.4% | +25.3% | +788.2% | +594.1% |
| All | +11,917.7% | +1,558.7% | +10,359.0% | +4,234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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