+5,555.9%
COF vs PGR
+13,998.0%
-8,442.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | -5.1% | -0.6% | -4.5% | -4.8% |
| 30D | -6.0% | +4.9% | -11.0% | -9.2% |
| 3M | +14.8% | +7.6% | +7.2% | +7.6% |
| 6M | +15.3% | +8.3% | +7.1% | +7.0% |
| YTD | -13.0% | +1.7% | -14.8% | -16.6% |
| 1Y | -5.7% | -6.8% | +1.1% | -4.8% |
| 3Y | +118.1% | +73.4% | +44.7% | +38.2% |
| 5Y | +46.2% | +161.2% | -115.0% | -33.3% |
| 10Y | +246.1% | +819.5% | -573.4% | -37.7% |
| All | +5,555.9% | +13,998.0% | -8,442.1% | +186.0% |
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