-45.7%
CPNG vs PGR
+18.4%
-64.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.7% |
| 7D | +12.7% | +1.3% | +11.4% | +12.6% |
| 30D | +13.9% | +10.0% | +3.9% | +14.0% |
| 3M | +2.6% | +9.6% | -7.0% | +2.6% |
| 6M | -20.9% | +18.0% | -38.9% | -18.2% |
| YTD | -30.4% | +9.0% | -39.4% | -28.5% |
| 1Y | -45.7% | +18.8% | -64.5% | -43.0% |
| All | -45.7% | +18.4% | -64.1% | -43.0% |
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 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