+10.7%
CMG vs PGR
+18.4%
-7.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +13.2% | +1.3% | +11.9% | +12.8% |
| 30D | +14.6% | +10.0% | +4.6% | +12.2% |
| 3M | +2.6% | +9.6% | -7.0% | +0.6% |
| 6M | +9.6% | +18.0% | -8.4% | +6.2% |
| YTD | -4.3% | +9.0% | -13.3% | -5.6% |
| 1Y | +10.7% | +18.8% | -8.1% | +6.6% |
| All | +10.7% | +18.4% | -7.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling