+215.0%
GLD vs PGR
+825.1%
-610.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -1.5% | +4.9% | -6.5% | -1.5% |
| 3M | +3.2% | +7.6% | -4.4% | +3.3% |
| 6M | -16.3% | +8.3% | -24.5% | -16.2% |
| YTD | +0.6% | +1.7% | -1.1% | +0.7% |
| 1Y | +19.1% | -6.8% | +26.0% | +19.4% |
| 3Y | +123.5% | +73.4% | +50.1% | +122.7% |
| 5Y | +138.5% | +161.2% | -22.7% | +135.7% |
| All | +215.0% | +825.1% | -610.1% | +246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling