+124.6%
CLF vs PGR
+825.1%
-700.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -1.6% | +4.9% | -6.5% | -3.9% |
| 3M | -12.0% | +7.6% | -19.7% | -15.9% |
| 6M | +30.0% | +8.3% | +21.7% | +23.1% |
| YTD | -9.2% | +1.7% | -10.9% | -11.8% |
| 1Y | +2.3% | -6.8% | +9.1% | +2.9% |
| 3Y | -14.4% | +73.4% | -87.9% | -41.1% |
| 5Y | -48.3% | +161.2% | -209.5% | -73.2% |
| All | +124.6% | +825.1% | -700.5% | -47.6% |
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