+1,809.7%
GS vs PGR
+3,631.4%
-1,821.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | +3.5% | +2.3% | +3.9% |
| 30D | +4.3% | +10.5% | -6.2% | -1.3% |
| 3M | -11.7% | +12.9% | -24.6% | -17.8% |
| 6M | -3.2% | +20.4% | -23.6% | -14.8% |
| YTD | +5.8% | +10.3% | -4.5% | -3.3% |
| 1Y | +16.0% | +12.5% | +3.5% | +4.7% |
| 3Y | +199.8% | +59.3% | +140.5% | +114.1% |
| 5Y | +155.5% | +173.9% | -18.4% | +26.6% |
| 10Y | +452.7% | +837.6% | -384.9% | +25.3% |
| All | +1,809.7% | +3,631.4% | -1,821.6% | +144.6% |
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