+8.3%
PGR vs EWJ
+16.2%
-7.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +1.7% |
| 7D | -0.6% | +0.3% | -0.9% | -0.5% |
| 30D | +4.9% | +0.8% | +4.2% | +5.4% |
| 3M | +7.6% | +7.5% | +0.1% | +11.8% |
| 6M | +8.3% | +15.6% | -7.3% | +14.7% |
| All | +8.3% | +16.2% | -7.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 6mo: compounded portfolio wealth divided by compounded EWJ 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…
6mo analysis · Full analysis span regression · 6 months rolling