+811.9%
PGR vs GD
+196.4%
+615.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | +4.9% | -9.7% | +14.7% | +9.8% |
| 3M | +7.6% | -0.4% | +8.0% | +7.7% |
| 6M | +8.3% | +1.5% | +6.8% | +6.9% |
| YTD | +1.7% | +7.1% | -5.4% | -2.5% |
| 1Y | -6.8% | +9.9% | -16.7% | -12.0% |
| 3Y | +73.4% | +74.6% | -1.2% | +29.2% |
| 5Y | +161.2% | +96.1% | +65.2% | +83.3% |
| All | +811.9% | +196.4% | +615.5% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling