+51.0%
CL vs PGR
+825.1%
-774.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -6.0% | +4.9% | -10.9% | -7.4% |
| 3M | -2.3% | +7.6% | -10.0% | -4.8% |
| 6M | -2.0% | +8.3% | -10.2% | -4.7% |
| YTD | +11.8% | +1.7% | +10.1% | +10.5% |
| 1Y | +5.8% | -6.8% | +12.7% | +7.2% |
| 3Y | +25.9% | +73.4% | -47.5% | +4.1% |
| 5Y | +26.9% | +161.2% | -134.3% | -11.8% |
| All | +51.0% | +825.1% | -774.1% | -22.5% |
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 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