+187.0%
GS vs PGR
+155.8%
+31.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.4% | -2.7% | +5.1% | +2.9% |
| 30D | -0.1% | +0.7% | -0.8% | -0.3% |
| 3M | +0.2% | +7.7% | -7.6% | -2.1% |
| 6M | +24.8% | +4.3% | +20.5% | +22.6% |
| YTD | +18.8% | +0.7% | +18.0% | +17.4% |
| 1Y | +37.3% | -5.7% | +43.0% | +38.0% |
| 3Y | +237.9% | +73.7% | +164.2% | +183.7% |
| 5Y | +187.0% | +158.4% | +28.6% | +97.6% |
| All | +187.0% | +155.8% | +31.3% | +97.6% |
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