+3,238.8%
PGR vs IEF
+126.3%
+3,112.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.5% |
| 7D | -0.6% | -1.3% | +0.7% | -1.7% |
| 30D | +4.9% | -1.7% | +6.7% | +3.4% |
| 3M | +7.6% | -2.5% | +10.2% | +5.3% |
| 6M | +8.3% | -3.3% | +11.5% | +5.4% |
| YTD | +1.7% | -2.8% | +4.6% | -0.6% |
| 1Y | -6.8% | -2.7% | -4.1% | -8.9% |
| 3Y | +73.4% | +8.9% | +64.5% | +87.5% |
| 5Y | +161.2% | -9.4% | +170.6% | +134.5% |
| 10Y | +819.5% | +3.7% | +815.8% | +868.5% |
| All | +3,238.8% | +126.3% | +3,112.6% | +9,019.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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