+158.8%
PGR vs GH
+20.8%
+138.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -0.6% | -2.5% | +1.9% | -0.6% |
| 30D | +4.9% | -4.7% | +9.6% | +5.0% |
| 3M | +7.6% | +20.2% | -12.6% | +7.4% |
| 6M | +8.3% | +78.8% | -70.5% | +7.6% |
| YTD | +1.7% | +54.1% | -52.4% | +1.3% |
| 1Y | -6.8% | +177.1% | -183.9% | -8.0% |
| 3Y | +73.4% | +371.6% | -298.2% | +69.5% |
| All | +158.8% | +20.8% | +138.0% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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