+43.1%
COF vs PGR
+159.7%
-116.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | -6.0% | +4.9% | -11.0% | -7.3% |
| 3M | +14.8% | +7.6% | +7.2% | +11.6% |
| 6M | +15.3% | +8.3% | +7.1% | +11.6% |
| YTD | -13.0% | +1.7% | -14.8% | -14.4% |
| 1Y | -5.7% | -6.8% | +1.1% | -4.6% |
| 3Y | +118.1% | +73.4% | +44.7% | +72.0% |
| All | +43.1% | +159.7% | -116.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling