+1,501.7%
PGR vs ET
+1,438.5%
+63.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +4.9% | +2.9% | +2.1% | +4.4% |
| 3M | +7.6% | +16.8% | -9.2% | +4.8% |
| 6M | +8.3% | +18.9% | -10.6% | +5.0% |
| YTD | +1.7% | +37.7% | -36.0% | -3.8% |
| 1Y | -6.8% | +32.4% | -39.3% | -11.4% |
| 3Y | +73.4% | +99.5% | -26.0% | +53.0% |
| 5Y | +161.2% | +244.0% | -82.7% | +108.3% |
| 10Y | +819.5% | +172.1% | +647.4% | +619.0% |
| All | +1,501.7% | +1,438.5% | +63.2% | +374.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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