+184.8%
COP vs PGR
+159.7%
+25.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +8.6% | +4.9% | +3.7% | +7.2% |
| 3M | +19.9% | +7.6% | +12.2% | +16.9% |
| 6M | +19.0% | +8.3% | +10.8% | +15.8% |
| YTD | +50.0% | +1.7% | +48.2% | +48.1% |
| 1Y | +50.5% | -6.8% | +57.4% | +52.3% |
| 3Y | +25.2% | +73.4% | -48.2% | +1.7% |
| All | +184.8% | +159.7% | +25.0% | +87.4% |
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