+1,387.3%
GIS vs PGR
+42,507.8%
-41,120.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | -6.1% | +4.9% | -11.0% | -6.9% |
| 3M | +7.8% | +7.6% | +0.2% | +6.2% |
| 6M | -8.8% | +8.3% | -17.0% | -10.4% |
| YTD | -19.1% | +1.7% | -20.9% | -19.7% |
| 1Y | -24.8% | -6.8% | -17.9% | -24.1% |
| 3Y | -37.6% | +73.4% | -111.0% | -44.2% |
| 5Y | -25.4% | +161.2% | -186.6% | -39.0% |
| 10Y | -19.6% | +819.5% | -839.1% | -47.9% |
| All | +1,387.3% | +42,507.8% | -41,120.5% | +408.8% |
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