+158.8%
PGR vs ELF
+217.5%
-58.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -0.6% | -11.6% | +11.0% | -0.5% |
| 30D | +4.9% | +4.6% | +0.3% | +4.9% |
| 3M | +7.6% | +59.7% | -52.1% | +7.1% |
| 6M | +8.3% | +21.2% | -13.0% | +8.1% |
| YTD | +1.7% | +27.4% | -25.7% | +1.5% |
| 1Y | -6.8% | -29.8% | +23.0% | -6.4% |
| 3Y | +73.4% | -28.5% | +101.9% | +71.6% |
| All | +158.8% | +217.5% | -58.8% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 5y: compounded portfolio wealth divided by compounded ELF 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…
5y analysis · Full analysis span regression · 6 months rolling