+25.9%
CL vs PGR
+75.0%
-49.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.2% |
| 3M | -2.3% | +7.6% | -10.0% | -4.4% |
| 6M | -2.0% | +8.3% | -10.2% | -4.3% |
| YTD | +11.8% | +1.7% | +10.1% | +10.7% |
| 1Y | +5.8% | -6.8% | +12.7% | +6.9% |
| 3Y | +25.9% | +73.4% | -47.5% | +10.1% |
| All | +25.9% | +75.0% | -49.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling