+73.4%
PGR vs GNRC
+61.6%
+11.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.9% | -15.7% | +20.7% | +4.4% |
| 3M | +7.6% | -27.3% | +35.0% | +6.5% |
| 6M | +8.3% | -12.1% | +20.3% | +7.1% |
| YTD | +1.7% | +37.1% | -35.4% | +0.3% |
| 1Y | -6.8% | -0.5% | -6.4% | -8.1% |
| 3Y | +73.4% | +61.5% | +11.9% | +71.8% |
| All | +73.4% | +61.6% | +11.8% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling