+73.4%
PGR vs GFI
+287.6%
-214.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.6% |
| 7D | -0.6% | -4.9% | +4.2% | -0.7% |
| 30D | +4.9% | +10.7% | -5.8% | +5.2% |
| 3M | +7.6% | +25.6% | -18.0% | +8.3% |
| 6M | +8.3% | -8.3% | +16.5% | +8.6% |
| YTD | +1.7% | +6.3% | -4.6% | +2.3% |
| 1Y | -6.8% | +22.1% | -28.9% | -6.4% |
| 3Y | +73.4% | +289.2% | -215.7% | +76.2% |
| All | +73.4% | +287.6% | -214.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling