+471.0%
GLW vs PGR
+75.0%
+396.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.2% |
| 7D | +7.8% | -0.6% | +8.4% | +7.7% |
| 30D | -0.4% | +4.9% | -5.4% | +1.1% |
| 3M | -5.6% | +7.6% | -13.2% | -3.7% |
| 6M | +26.7% | +8.3% | +18.5% | +29.5% |
| YTD | +91.0% | +1.7% | +89.3% | +95.1% |
| 1Y | +122.4% | -6.8% | +129.3% | +129.0% |
| 3Y | +471.0% | +73.4% | +397.6% | +480.7% |
| All | +471.0% | +75.0% | +396.0% | +480.7% |
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