+1,099.6%
PGR vs ESI
+208.0%
+891.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | -3.4% | -2.3% | -1.1% | -3.2% |
| 30D | +1.8% | -9.0% | +10.8% | +2.7% |
| 3M | +5.9% | -13.3% | +19.2% | +6.8% |
| 6M | +4.6% | +5.3% | -0.7% | +2.4% |
| YTD | +1.1% | +37.6% | -36.6% | -4.6% |
| 1Y | -6.6% | +33.6% | -40.2% | -11.8% |
| 3Y | +74.2% | +75.8% | -1.6% | +55.8% |
| 5Y | +159.5% | +68.6% | +90.9% | +130.5% |
| 10Y | +813.4% | +301.8% | +511.7% | +601.9% |
| All | +1,099.6% | +208.0% | +891.5% | +849.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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