+123.2%
GLW vs PGR
-6.1%
+129.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +3.9% |
| 7D | +3.8% | +0.1% | +3.6% | +4.0% |
| 30D | -1.3% | +2.9% | -4.3% | +1.7% |
| 3M | -21.8% | +12.1% | -33.9% | -12.8% |
| 6M | +6.9% | +3.7% | +3.2% | +14.4% |
| YTD | +77.2% | +2.4% | +74.8% | +90.2% |
| 1Y | +123.2% | -6.4% | +129.6% | +140.9% |
| All | +123.2% | -6.1% | +129.4% | +140.9% |
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