+158.8%
PGR vs GME
-56.3%
+215.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.7% |
| 7D | -0.6% | +10.4% | -11.0% | -0.6% |
| 30D | +4.9% | +14.1% | -9.1% | +5.0% |
| 3M | +7.6% | -4.6% | +12.3% | +7.6% |
| 6M | +8.3% | -13.5% | +21.8% | +8.2% |
| YTD | +1.7% | +5.3% | -3.6% | +1.7% |
| 1Y | -6.8% | -14.9% | +8.0% | -6.9% |
| 3Y | +73.4% | +24.3% | +49.2% | +73.6% |
| All | +158.8% | -56.3% | +215.1% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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