+170.1%
PGR vs GD
+103.0%
+67.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | +1.2% | -1.9% | +3.0% | +1.9% |
| 30D | +6.6% | +10.9% | -4.3% | +2.0% |
| 3M | +8.4% | -6.8% | +15.1% | +11.4% |
| 6M | +19.6% | +7.0% | +12.6% | +15.8% |
| YTD | +8.4% | +11.1% | -2.7% | +2.3% |
| 1Y | +13.5% | +7.0% | +6.4% | +9.0% |
| 3Y | +58.0% | +59.9% | -1.9% | +20.7% |
| All | +170.1% | +103.0% | +67.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling