+274.2%
CME vs PGR
+825.1%
-550.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +5.6% | +4.9% | +0.7% | +3.8% |
| 3M | +5.6% | +7.6% | -2.1% | +2.3% |
| 6M | -8.3% | +8.3% | -16.5% | -11.5% |
| YTD | +4.3% | +1.7% | +2.6% | +2.7% |
| 1Y | +9.1% | -6.8% | +15.9% | +10.6% |
| 3Y | +52.1% | +73.4% | -21.4% | +19.7% |
| 5Y | +79.7% | +161.2% | -81.6% | +14.2% |
| All | +274.2% | +825.1% | -550.9% | +31.3% |
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