+384.1%
GLW vs PGR
+159.7%
+224.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | +7.8% | -0.6% | +8.4% | +7.8% |
| 30D | -0.4% | +4.9% | -5.4% | -0.4% |
| 3M | -5.6% | +7.6% | -13.2% | -6.2% |
| 6M | +26.7% | +8.3% | +18.5% | +25.6% |
| YTD | +91.0% | +1.7% | +89.3% | +90.6% |
| 1Y | +122.4% | -6.8% | +129.3% | +125.3% |
| 3Y | +471.0% | +73.4% | +397.6% | +393.3% |
| All | +384.1% | +159.7% | +224.4% | +239.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling