+170.8%
PGR vs EOSE
-60.6%
+231.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -0.6% | +1.8% | -2.4% | -0.6% |
| 30D | +4.9% | -6.8% | +11.8% | +5.0% |
| 3M | +7.6% | -36.3% | +43.9% | +7.8% |
| 6M | +8.3% | -38.8% | +47.0% | +8.3% |
| YTD | +1.7% | -65.5% | +67.3% | +2.1% |
| 1Y | -6.8% | -45.3% | +38.4% | -7.3% |
| 3Y | +73.4% | +44.2% | +29.3% | +69.0% |
| 5Y | +161.2% | -69.5% | +230.7% | +146.7% |
| All | +170.8% | -60.6% | +231.4% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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