+45,729.3%
PGR vs GD
+20,493.5%
+25,235.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | +5.7% | +9.2% | -3.6% | +2.7% |
| 3M | +13.6% | -7.5% | +21.1% | +16.3% |
| 6M | +18.8% | +5.8% | +13.0% | +16.4% |
| YTD | +10.1% | +9.8% | +0.3% | +6.0% |
| 1Y | +13.0% | +5.8% | +7.3% | +10.1% |
| 3Y | +60.6% | +58.0% | +2.6% | +36.7% |
| 5Y | +173.5% | +100.4% | +73.1% | +115.7% |
| 10Y | +836.4% | +167.5% | +668.9% | +563.4% |
| All | +45,729.3% | +20,493.5% | +25,235.8% | +17,892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling