-6.4%
PGR vs GAP
+1.5%
-7.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +0.1% | -4.5% | +4.6% | +0.2% |
| 30D | +2.9% | +9.0% | -6.1% | +2.7% |
| 3M | +12.1% | +5.0% | +7.1% | +11.8% |
| 6M | +3.7% | -17.8% | +21.5% | +3.5% |
| YTD | +2.4% | -10.4% | +12.7% | +2.4% |
| 1Y | -6.4% | -3.4% | -3.0% | -5.8% |
| All | -6.4% | +1.5% | -7.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling