+142.4%
GILD vs PGR
+159.7%
-17.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +5.8% | +4.9% | +0.8% | +4.7% |
| 3M | +14.9% | +7.6% | +7.3% | +13.0% |
| 6M | -0.4% | +8.3% | -8.6% | -2.3% |
| YTD | +18.5% | +1.7% | +16.8% | +17.6% |
| 1Y | +25.1% | -6.8% | +32.0% | +26.4% |
| 3Y | +105.9% | +73.4% | +32.4% | +78.6% |
| All | +142.4% | +159.7% | -17.3% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling