+260.8%
GE vs PGR
+75.0%
+185.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -11.4% | +4.9% | -16.3% | -12.0% |
| 3M | -2.6% | +7.6% | -10.3% | -4.3% |
| 6M | -0.3% | +8.3% | -8.6% | -2.3% |
| YTD | +5.4% | +1.7% | +3.6% | +4.6% |
| 1Y | +15.5% | -6.8% | +22.4% | +17.9% |
| 3Y | +260.8% | +73.4% | +187.3% | +243.0% |
| All | +260.8% | +75.0% | +185.8% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling