+322.0%
CMG vs PGR
+825.1%
-503.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.1% | -0.6% | -1.4% | -1.9% |
| 30D | +10.9% | +4.9% | +6.0% | +9.4% |
| 3M | +15.8% | +7.6% | +8.2% | +13.2% |
| 6M | +6.9% | +8.3% | -1.3% | +4.2% |
| YTD | -2.2% | +1.7% | -3.9% | -3.2% |
| 1Y | -7.1% | -6.8% | -0.2% | -6.0% |
| 3Y | -7.1% | +73.4% | -80.6% | -22.1% |
| 5Y | -4.8% | +161.2% | -166.0% | -32.0% |
| All | +322.0% | +825.1% | -503.1% | +90.7% |
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