+4,569.6%
COP vs PGR
+42,092.8%
-37,523.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | +11.7% | +0.7% | +11.0% | +11.4% |
| 3M | +17.7% | +7.7% | +10.0% | +14.5% |
| 6M | +18.3% | +4.3% | +14.0% | +16.1% |
| YTD | +49.1% | +0.7% | +48.3% | +47.5% |
| 1Y | +53.3% | -5.7% | +59.0% | +54.3% |
| 3Y | +22.2% | +73.7% | -51.5% | +0.6% |
| 5Y | +193.3% | +158.4% | +34.9% | +110.7% |
| 10Y | +340.2% | +810.5% | -470.3% | +120.5% |
| All | +4,569.6% | +42,092.8% | -37,523.2% | +1,303.2% |
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