+290.8%
PGR vs ESTC
+19.1%
+271.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -9.2% | +8.6% | 0.0% |
| 30D | +4.9% | +8.1% | -3.1% | +4.2% |
| 3M | +7.6% | +38.5% | -30.8% | +5.2% |
| 6M | +8.3% | +57.8% | -49.5% | +4.7% |
| YTD | +1.7% | +10.5% | -8.8% | +0.4% |
| 1Y | -6.8% | -6.4% | -0.5% | -7.3% |
| 3Y | +73.4% | +4.7% | +68.8% | +66.6% |
| 5Y | +161.2% | -47.8% | +209.0% | +160.9% |
| All | +290.8% | +19.1% | +271.6% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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