-19.5%
PGR vs GLXY
+2.7%
-22.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.1% |
| 7D | -3.4% | -8.9% | +5.5% | -3.9% |
| 30D | +1.8% | +19.9% | -18.1% | +2.9% |
| 3M | +5.9% | -20.0% | +25.9% | +5.6% |
| 6M | +4.6% | +10.5% | -6.0% | +5.3% |
| YTD | +1.1% | +7.9% | -6.9% | +2.1% |
| 1Y | -6.6% | -7.5% | +0.9% | -6.5% |
| All | -19.5% | +2.7% | -22.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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