+142.1%
CI vs PGR
+825.1%
-683.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -0.1% | -0.6% | +0.5% | +0.2% |
| 30D | +1.8% | +4.9% | -3.2% | -0.3% |
| 3M | -4.2% | +7.6% | -11.9% | -7.5% |
| 6M | +8.8% | +8.3% | +0.6% | +4.6% |
| YTD | +3.7% | +1.7% | +2.0% | +2.1% |
| 1Y | -6.1% | -6.8% | +0.7% | -4.3% |
| 3Y | +4.5% | +73.4% | -69.0% | -19.5% |
| 5Y | +50.5% | +161.2% | -110.7% | -7.5% |
| All | +142.1% | +825.1% | -683.0% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling