+158.8%
PGR vs ESTC
-47.6%
+206.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -9.2% | +8.6% | -0.3% |
| 30D | +4.9% | +8.1% | -3.1% | +4.7% |
| 3M | +7.6% | +38.5% | -30.8% | +6.6% |
| 6M | +8.3% | +57.8% | -49.5% | +6.7% |
| YTD | +1.7% | +10.5% | -8.8% | +1.1% |
| 1Y | -6.8% | -6.4% | -0.5% | -7.1% |
| 3Y | +73.4% | +4.7% | +68.8% | +70.3% |
| All | +158.8% | -47.6% | +206.3% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling