+811.9%
PGR vs ES
+82.1%
+729.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.9% |
| 7D | -0.6% | -3.6% | +3.0% | +0.6% |
| 30D | +4.9% | -4.2% | +9.2% | +6.4% |
| 3M | +7.6% | +0.1% | +7.5% | +7.6% |
| 6M | +8.3% | -6.2% | +14.5% | +10.3% |
| YTD | +1.7% | +4.1% | -2.3% | 0.0% |
| 1Y | -6.8% | +10.2% | -17.0% | -10.9% |
| 3Y | +73.4% | +26.1% | +47.4% | +55.5% |
| 5Y | +161.2% | -5.3% | +166.6% | +159.3% |
| All | +811.9% | +82.1% | +729.8% | +680.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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