+811.9%
PGR vs ELV
+280.2%
+531.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | +3.2% | -3.8% | -1.5% |
| 30D | +4.9% | +5.4% | -0.4% | +3.5% |
| 3M | +7.6% | +5.4% | +2.3% | +6.1% |
| 6M | +8.3% | +45.7% | -37.5% | -2.3% |
| YTD | +1.7% | +21.2% | -19.5% | -4.4% |
| 1Y | -6.8% | +35.6% | -42.5% | -15.4% |
| 3Y | +73.4% | -2.0% | +75.5% | +68.8% |
| 5Y | +161.2% | +26.0% | +135.2% | +132.7% |
| All | +811.9% | +280.2% | +531.7% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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