+2,064.0%
GS vs PGR
+3,363.3%
-1,299.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | +2.9% | -4.5% | -3.4% |
| 3M | -4.5% | +12.1% | -16.6% | -12.2% |
| 6M | +20.9% | +3.7% | +17.2% | +15.3% |
| YTD | +19.9% | +2.4% | +17.5% | +14.5% |
| 1Y | +41.4% | -6.4% | +47.8% | +41.0% |
| 3Y | +239.2% | +76.8% | +162.4% | +127.0% |
| 5Y | +185.0% | +154.3% | +30.7% | +47.3% |
| 10Y | +655.0% | +790.1% | -135.1% | +76.4% |
| All | +2,064.0% | +3,363.3% | -1,299.3% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling