+60.7%
COP vs PGR
+21.4%
+39.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -5.5% |
| 7D | -8.1% | +4.1% | -12.2% | -8.7% |
| 30D | +6.7% | +10.4% | -3.8% | +5.0% |
| 3M | +16.9% | +11.4% | +5.5% | +15.0% |
| 6M | +11.2% | +17.9% | -6.7% | +8.1% |
| YTD | +49.5% | +9.8% | +39.7% | +45.0% |
| 1Y | +60.7% | +19.3% | +41.4% | +54.9% |
| All | +60.7% | +21.4% | +39.3% | +54.9% |
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