+3,596.5%
CLS vs PGR
+3,372.3%
+224.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +5.9% | +6.3% |
| 7D | +10.9% | -0.6% | +11.6% | +11.2% |
| 30D | +2.1% | +4.9% | -2.9% | -0.2% |
| 3M | -10.2% | +7.6% | -17.8% | -14.2% |
| 6M | +30.4% | +8.3% | +22.1% | +23.0% |
| YTD | +17.2% | +1.7% | +15.5% | +12.8% |
| 1Y | +41.0% | -6.8% | +47.9% | +39.2% |
| 3Y | +1,338.0% | +73.4% | +1,264.5% | +933.1% |
| 5Y | +3,860.6% | +161.2% | +3,699.4% | +2,167.8% |
| 10Y | +3,160.1% | +819.5% | +2,340.6% | +889.9% |
| All | +3,596.5% | +3,372.3% | +224.2% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling