+31.0%
GLW vs PGR
+2.8%
+28.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.8% |
| 7D | +16.9% | -2.7% | +19.5% | +14.2% |
| 30D | +7.0% | +0.7% | +6.3% | +8.9% |
| 3M | -3.0% | +7.7% | -10.7% | +8.0% |
| 6M | +31.0% | +4.3% | +26.7% | +41.2% |
| All | +31.0% | +2.8% | +28.2% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling