+831.1%
PGR vs GD
+165.4%
+665.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.3% |
| 7D | +1.0% | +1.9% | -0.9% | +0.1% |
| 30D | +5.7% | +9.2% | -3.6% | +1.5% |
| 3M | +13.6% | -7.5% | +21.1% | +17.4% |
| 6M | +18.8% | +5.8% | +13.0% | +15.4% |
| YTD | +10.1% | +9.8% | +0.3% | +4.2% |
| 1Y | +13.0% | +5.8% | +7.3% | +8.8% |
| 3Y | +60.6% | +58.0% | +2.6% | +25.8% |
| 5Y | +173.5% | +100.4% | +73.1% | +89.8% |
| All | +831.1% | +165.4% | +665.7% | +477.4% |
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