+800.7%
GLD vs PGR
+1,676.5%
-875.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +0.7% | -2.6% | +3.3% | +0.7% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +0.6% | +7.4% | -6.7% | +0.7% |
| 6M | -15.6% | +2.1% | -17.7% | -15.5% |
| YTD | +0.9% | +0.5% | +0.4% | +0.9% |
| 1Y | +19.4% | -6.9% | +26.3% | +19.5% |
| 3Y | +124.5% | +73.2% | +51.3% | +124.6% |
| 5Y | +138.9% | +154.8% | -15.8% | +138.8% |
| 10Y | +213.3% | +786.4% | -573.1% | +215.9% |
| All | +800.7% | +1,676.5% | -875.9% | +805.3% |
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