+342.8%
PGR vs EQH
+234.7%
+108.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +4.9% | +2.8% | +2.1% | +4.2% |
| 3M | +7.6% | +23.1% | -15.4% | +2.3% |
| 6M | +8.3% | +41.4% | -33.1% | -0.8% |
| YTD | +1.7% | +14.3% | -12.5% | -2.3% |
| 1Y | -6.8% | +1.6% | -8.4% | -8.3% |
| 3Y | +73.4% | +102.7% | -29.3% | +40.8% |
| 5Y | +161.2% | +104.5% | +56.7% | +107.0% |
| All | +342.8% | +234.7% | +108.1% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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