+122.2%
GLD vs PGR
+73.8%
+48.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.7% |
| 7D | -3.4% | -3.4% | +0.1% | -3.5% |
| 30D | -1.1% | +1.8% | -3.0% | -1.1% |
| 3M | +5.8% | +5.9% | -0.1% | +6.2% |
| 6M | -17.1% | +4.6% | -21.6% | -16.6% |
| YTD | 0.0% | +1.1% | -1.1% | +0.5% |
| 1Y | +18.2% | -6.6% | +24.8% | +19.1% |
| All | +122.2% | +73.8% | +48.4% | +107.7% |
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