+41,702.1%
PGR vs ES
+1,251.6%
+40,450.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.0% |
| 7D | -2.6% | +1.4% | -4.0% | -3.0% |
| 30D | -0.2% | -1.2% | +1.0% | +0.2% |
| 3M | +7.4% | +5.0% | +2.4% | +5.8% |
| 6M | +2.1% | -2.8% | +5.0% | +2.8% |
| YTD | +0.5% | +8.6% | -8.1% | -2.5% |
| 1Y | -6.9% | +18.9% | -25.9% | -12.8% |
| 3Y | +73.2% | +32.1% | +41.0% | +54.3% |
| 5Y | +154.8% | -5.1% | +159.8% | +150.8% |
| 10Y | +786.4% | +84.2% | +702.2% | +594.1% |
| All | +41,702.1% | +1,251.6% | +40,450.5% | +18,162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling