+14,167.7%
PGR vs EME
+63,295.5%
-49,127.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.3% |
| 7D | -0.6% | +3.5% | -4.1% | -1.4% |
| 30D | +4.9% | -6.3% | +11.3% | +6.2% |
| 3M | +7.6% | -3.8% | +11.4% | +7.1% |
| 6M | +8.3% | +8.5% | -0.3% | +4.2% |
| YTD | +1.7% | +27.8% | -26.1% | -6.2% |
| 1Y | -6.8% | +22.2% | -29.1% | -14.2% |
| 3Y | +73.4% | +253.5% | -180.0% | +19.5% |
| 5Y | +161.2% | +578.6% | -417.4% | +51.2% |
| 10Y | +819.5% | +1,355.6% | -536.1% | +323.0% |
| All | +14,167.7% | +63,295.5% | -49,127.8% | +4,328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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