-69.3%
CPNG vs PGR
+164.6%
-233.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -7.4% | +4.9% | -12.3% | -7.8% |
| 3M | -12.3% | +7.6% | -20.0% | -13.1% |
| 6M | -19.4% | +8.3% | -27.7% | -20.3% |
| YTD | -35.9% | +1.7% | -37.6% | -36.1% |
| 1Y | -53.4% | -6.8% | -46.6% | -53.0% |
| 3Y | -20.0% | +73.4% | -93.4% | -28.0% |
| 5Y | -49.6% | +161.2% | -210.8% | -56.5% |
| All | -69.3% | +164.6% | -233.9% | -74.3% |
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