+73.4%
PGR vs ES
+26.7%
+46.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -0.6% | -3.6% | +3.0% | +0.1% |
| 30D | +4.9% | -4.2% | +9.2% | +5.9% |
| 3M | +7.6% | +0.1% | +7.5% | +7.8% |
| 6M | +8.3% | -6.2% | +14.5% | +9.6% |
| YTD | +1.7% | +4.1% | -2.3% | +0.8% |
| 1Y | -6.8% | +10.2% | -17.0% | -9.2% |
| 3Y | +73.4% | +26.1% | +47.4% | +66.6% |
| All | +73.4% | +26.7% | +46.7% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling