+40.6%
GLW vs PGR
+21.4%
+19.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.5% | -8.3% | -3.7% |
| 7D | -9.5% | +4.1% | -13.5% | -6.1% |
| 30D | -25.5% | +10.4% | -35.9% | -18.1% |
| 3M | -25.6% | +11.4% | -37.0% | -16.8% |
| 6M | -25.5% | +17.9% | -43.4% | -10.7% |
| YTD | +36.4% | +9.8% | +26.6% | +58.8% |
| 1Y | +40.6% | +19.3% | +21.3% | +79.3% |
| All | +40.6% | +21.4% | +19.2% | +79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling