+11,494.7%
PGR vs EWJ
+157.4%
+11,337.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.3% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +4.9% | +0.8% | +4.2% | +4.5% |
| 3M | +7.6% | +7.5% | +0.1% | +3.8% |
| 6M | +8.3% | +15.6% | -7.3% | +0.5% |
| YTD | +1.7% | +22.7% | -21.0% | -8.3% |
| 1Y | -6.8% | +26.4% | -33.3% | -17.4% |
| 3Y | +73.4% | +72.5% | +0.9% | +31.8% |
| 5Y | +161.2% | +52.4% | +108.8% | +107.8% |
| 10Y | +819.5% | +143.8% | +675.6% | +486.1% |
| All | +11,494.7% | +157.4% | +11,337.3% | +5,984.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling