+158.8%
PGR vs ELV
+25.1%
+133.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -0.6% | +3.2% | -3.8% | -1.3% |
| 30D | +4.9% | +5.4% | -0.4% | +3.8% |
| 3M | +7.6% | +5.4% | +2.3% | +6.5% |
| 6M | +8.3% | +45.7% | -37.5% | 0.0% |
| YTD | +1.7% | +21.2% | -19.5% | -3.0% |
| 1Y | -6.8% | +35.6% | -42.5% | -13.6% |
| 3Y | +73.4% | -2.0% | +75.5% | +70.5% |
| All | +158.8% | +25.1% | +133.7% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling