+158.8%
PGR vs GFI
+524.1%
-365.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | -0.6% | -4.9% | +4.2% | -0.6% |
| 30D | +4.9% | +10.7% | -5.8% | +5.0% |
| 3M | +7.6% | +25.6% | -18.0% | +7.8% |
| 6M | +8.3% | -8.3% | +16.5% | +8.5% |
| YTD | +1.7% | +6.3% | -4.6% | +1.8% |
| 1Y | -6.8% | +22.1% | -28.9% | -7.0% |
| 3Y | +73.4% | +289.2% | -215.7% | +70.6% |
| All | +158.8% | +524.1% | -365.3% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling