-11.2%
CRM vs PGR
+18.4%
-29.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | -1.1% | +10.0% | -11.1% | -4.2% |
| 3M | +15.5% | +9.6% | +5.9% | +11.5% |
| 6M | +19.5% | +18.0% | +1.5% | +13.8% |
| YTD | -15.5% | +9.0% | -24.5% | -17.8% |
| 1Y | -11.2% | +18.8% | -30.0% | -13.6% |
| All | -11.2% | +18.4% | -29.7% | -13.6% |
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