+6,568.3%
CB vs PGR
+15,809.8%
-9,241.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -0.5% | -2.7% | +2.1% | +0.9% |
| 30D | -3.1% | +0.7% | -3.8% | -3.6% |
| 3M | +4.2% | +7.7% | -3.6% | -0.1% |
| 6M | +4.7% | +4.3% | +0.4% | +1.9% |
| YTD | +8.8% | +0.7% | +8.1% | +7.6% |
| 1Y | +22.6% | -5.7% | +28.3% | +25.0% |
| 3Y | +70.6% | +73.7% | -3.0% | +25.5% |
| 5Y | +99.4% | +158.4% | -59.0% | +16.4% |
| 10Y | +223.5% | +810.5% | -587.1% | -4.1% |
| All | +6,568.3% | +15,809.8% | -9,241.5% | +643.8% |
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