+4.6%
PGR vs GAP
-6.7%
+11.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -3.4% | -6.3% | +2.9% | -3.2% |
| 30D | +1.8% | -0.2% | +2.0% | +1.7% |
| 3M | +5.9% | 0.0% | +5.9% | +5.6% |
| 6M | +4.6% | -8.1% | +12.7% | +5.7% |
| All | +4.6% | -6.7% | +11.2% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling