+41,818.8%
PGR vs GPC
+2,291.6%
+39,527.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -2.7% | -0.6% | -2.0% | -2.4% |
| 30D | +0.7% | +1.3% | -0.6% | +0.2% |
| 3M | +7.7% | +37.1% | -29.4% | -5.7% |
| 6M | +4.3% | +23.2% | -18.9% | -5.2% |
| YTD | +0.7% | +13.1% | -12.3% | -6.2% |
| 1Y | -5.7% | +0.9% | -6.5% | -8.2% |
| 3Y | +73.7% | -0.8% | +74.5% | +63.1% |
| 5Y | +158.4% | +31.1% | +127.3% | +111.3% |
| 10Y | +810.5% | +87.4% | +723.1% | +486.2% |
| All | +41,818.8% | +2,291.6% | +39,527.2% | +10,034.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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