+3,462.7%
PGR vs ELV
+2,525.7%
+937.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | +3.2% | -3.8% | -1.6% |
| 30D | +4.9% | +5.4% | -0.4% | +3.3% |
| 3M | +7.6% | +5.4% | +2.3% | +5.8% |
| 6M | +8.3% | +45.7% | -37.5% | -3.8% |
| YTD | +1.7% | +21.2% | -19.5% | -5.4% |
| 1Y | -6.8% | +35.6% | -42.5% | -16.6% |
| 3Y | +73.4% | -2.0% | +75.5% | +67.4% |
| 5Y | +161.2% | +26.0% | +135.2% | +129.1% |
| 10Y | +819.5% | +278.7% | +540.8% | +433.3% |
| All | +3,462.7% | +2,525.7% | +937.0% | +1,087.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling