+606.1%
COST vs PGR
+825.1%
-219.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -4.7% | +4.9% | -9.7% | -6.1% |
| 3M | -7.1% | +7.6% | -14.8% | -9.4% |
| 6M | -8.5% | +8.3% | -16.8% | -11.1% |
| YTD | +5.4% | +1.7% | +3.7% | +4.1% |
| 1Y | -5.6% | -6.8% | +1.2% | -4.4% |
| 3Y | +68.5% | +73.4% | -5.0% | +39.3% |
| 5Y | +105.2% | +161.2% | -56.0% | +43.7% |
| All | +606.1% | +825.1% | -219.0% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling