+3,207.1%
PGR vs GME
+1,205.5%
+2,001.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.5% |
| 7D | -0.6% | +10.4% | -11.0% | -0.9% |
| 30D | +4.9% | +14.1% | -9.1% | +4.5% |
| 3M | +7.6% | -4.6% | +12.3% | +7.8% |
| 6M | +8.3% | -13.5% | +21.8% | +8.6% |
| YTD | +1.7% | +5.3% | -3.6% | +1.4% |
| 1Y | -6.8% | -14.9% | +8.0% | -6.6% |
| 3Y | +73.4% | +24.3% | +49.2% | +63.4% |
| 5Y | +161.2% | -55.6% | +216.8% | +149.3% |
| 10Y | +819.5% | +288.5% | +531.0% | +386.2% |
| All | +3,207.1% | +1,205.5% | +2,001.7% | +1,157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling