+72.3%
PGR vs ESTC
+7.0%
+65.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.4% |
| 7D | -3.4% | -13.2% | +9.7% | -3.2% |
| 30D | +1.8% | +9.3% | -7.5% | +1.7% |
| 3M | +5.9% | +37.3% | -31.4% | +5.5% |
| 6M | +4.6% | +61.0% | -56.4% | +3.9% |
| YTD | +1.1% | +10.7% | -9.6% | +0.7% |
| 1Y | -6.6% | -7.2% | +0.6% | -6.8% |
| All | +72.3% | +7.0% | +65.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling