+2,768.8%
GE vs PGR
+42,227.9%
-39,459.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.8% | -3.4% | +0.6% | -1.6% |
| 30D | -11.9% | +1.8% | -13.7% | -12.7% |
| 3M | +1.8% | +5.9% | -4.1% | -1.2% |
| 6M | -0.6% | +4.6% | -5.2% | -3.6% |
| YTD | +5.5% | +1.1% | +4.5% | +3.1% |
| 1Y | +15.0% | -6.6% | +21.5% | +15.3% |
| 3Y | +269.5% | +74.2% | +195.3% | +189.1% |
| 5Y | +422.4% | +159.5% | +262.9% | +243.4% |
| 10Y | +151.0% | +813.4% | -662.5% | +1.4% |
| All | +2,768.8% | +42,227.9% | -39,459.1% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling