+42,489.9%
PGR vs GD
+20,186.6%
+22,303.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +0.1% | -5.3% | +5.4% | +1.9% |
| 30D | +2.9% | -6.4% | +9.3% | +5.1% |
| 3M | +12.1% | +5.7% | +6.4% | +10.0% |
| 6M | +3.7% | -0.9% | +4.6% | +3.6% |
| YTD | +2.4% | +8.2% | -5.8% | -0.9% |
| 1Y | -6.4% | +13.4% | -19.8% | -10.8% |
| 3Y | +76.8% | +68.5% | +8.3% | +47.3% |
| 5Y | +154.3% | +97.2% | +57.2% | +101.6% |
| 10Y | +790.1% | +190.2% | +599.9% | +516.7% |
| All | +42,489.9% | +20,186.6% | +22,303.3% | +16,713.7% |
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 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