+6,651.5%
CME vs PGR
+2,991.5%
+3,660.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -0.6% | -2.7% | +2.0% | +0.8% |
| 30D | +4.7% | +0.7% | +4.0% | +4.0% |
| 3M | +7.8% | +7.7% | +0.1% | +2.6% |
| 6M | -11.0% | +4.3% | -15.3% | -14.2% |
| YTD | +4.0% | +0.7% | +3.3% | +1.7% |
| 1Y | +9.1% | -5.7% | +14.8% | +10.2% |
| 3Y | +52.3% | +73.7% | -21.4% | +6.1% |
| 5Y | +76.1% | +158.4% | -82.3% | -7.6% |
| 10Y | +280.6% | +810.5% | -529.9% | -14.8% |
| All | +6,651.5% | +2,991.5% | +3,660.0% | +664.3% |
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 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