+85.7%
PGR vs GEHC
+2.6%
+83.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -3.4% | -7.9% | +4.4% | -2.8% |
| 30D | +1.8% | -11.7% | +13.5% | +2.8% |
| 3M | +5.9% | +0.8% | +5.1% | +5.9% |
| 6M | +4.6% | -11.6% | +16.1% | +5.3% |
| YTD | +1.1% | -21.6% | +22.6% | +2.8% |
| 1Y | -6.6% | -15.3% | +8.7% | -5.6% |
| 3Y | +74.2% | -0.5% | +74.7% | +72.7% |
| All | +85.7% | +2.6% | +83.1% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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