+421.5%
CARR vs PGR
+259.6%
+161.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | -8.9% | +4.9% | -13.9% | -10.1% |
| 3M | -17.3% | +7.6% | -25.0% | -19.4% |
| 6M | -1.4% | +8.3% | -9.6% | -4.4% |
| YTD | +10.0% | +1.7% | +8.3% | +8.4% |
| 1Y | -6.4% | -6.8% | +0.5% | -5.4% |
| 3Y | +1.5% | +73.4% | -71.9% | -18.8% |
| 5Y | +9.3% | +161.2% | -151.9% | -28.4% |
| All | +421.5% | +259.6% | +161.9% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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