+189.0%
CDE vs PGR
+159.7%
+29.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | +9.5% | +4.9% | +4.5% | +9.4% |
| 3M | +25.5% | +7.6% | +17.8% | +25.0% |
| 6M | -7.9% | +8.3% | -16.2% | -8.4% |
| YTD | +15.6% | +1.7% | +13.8% | +15.7% |
| 1Y | +34.0% | -6.8% | +40.9% | +35.4% |
| 3Y | +791.9% | +73.4% | +718.5% | +705.4% |
| All | +189.0% | +159.7% | +29.2% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling