+28.5%
CL vs PGR
+159.1%
-130.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.7% |
| 30D | -4.8% | +1.8% | -6.6% | -5.2% |
| 3M | -1.7% | +5.9% | -7.6% | -3.2% |
| 6M | -3.8% | +4.6% | -8.4% | -5.1% |
| YTD | +13.3% | +1.1% | +12.2% | +12.5% |
| 1Y | +8.3% | -6.6% | +14.9% | +9.2% |
| 3Y | +28.8% | +74.2% | -45.4% | +14.5% |
| 5Y | +28.5% | +159.5% | -131.0% | +0.2% |
| All | +28.5% | +159.1% | -130.5% | +0.2% |
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