+811.9%
PGR vs ETR
+296.9%
+515.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +4.9% | -1.8% | +6.7% | +5.5% |
| 3M | +7.6% | -3.6% | +11.2% | +8.8% |
| 6M | +8.3% | +2.6% | +5.6% | +6.7% |
| YTD | +1.7% | +16.0% | -14.3% | -4.0% |
| 1Y | -6.8% | +20.1% | -27.0% | -13.4% |
| 3Y | +73.4% | +143.6% | -70.1% | +24.0% |
| 5Y | +161.2% | +124.4% | +36.9% | +90.3% |
| All | +811.9% | +296.9% | +515.0% | +485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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