+165.1%
PGR vs GNRC
-59.6%
+224.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +6.9% | +1.7% |
| 7D | +0.9% | -5.5% | +6.5% | +1.1% |
| 30D | +5.4% | -19.3% | +24.7% | +5.9% |
| 3M | +8.9% | -32.5% | +41.4% | +9.6% |
| 6M | +7.8% | -11.7% | +19.6% | +7.2% |
| YTD | +3.3% | +29.8% | -26.5% | +0.8% |
| 1Y | -5.2% | -4.0% | -1.2% | -6.4% |
| 3Y | +73.2% | +58.1% | +15.1% | +64.9% |
| 5Y | +165.1% | -59.2% | +224.3% | +166.6% |
| All | +165.1% | -59.6% | +224.6% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling