+158.8%
PGR vs GRMN
+81.6%
+77.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.6% | +0.2% |
| 7D | -0.6% | +2.4% | -3.0% | -0.9% |
| 30D | +4.9% | -8.5% | +13.4% | +6.0% |
| 3M | +7.6% | +19.5% | -11.8% | +5.0% |
| 6M | +8.3% | +21.2% | -12.9% | +5.2% |
| YTD | +1.7% | +41.0% | -39.3% | -3.3% |
| 1Y | -6.8% | +19.6% | -26.4% | -9.4% |
| 3Y | +73.4% | +183.8% | -110.3% | +39.5% |
| All | +158.8% | +81.6% | +77.1% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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