+42,231.2%
PGR vs ETR
+4,330.6%
+37,900.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 6M | +8.3% | +2.6% | +5.6% | +6.8% |
| YTD | +1.7% | +16.0% | -14.3% | -3.7% |
| 1Y | -6.8% | +20.1% | -27.0% | -13.0% |
| 3Y | +73.4% | +143.6% | -70.1% | +26.9% |
| 5Y | +161.2% | +124.4% | +36.9% | +94.4% |
| 10Y | +819.5% | +295.4% | +524.1% | +454.8% |
| All | +42,231.2% | +4,330.6% | +37,900.5% | +15,384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling