-0.8%
CRM vs PGR
+159.7%
-160.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +28.1% | +4.9% | +23.2% | +26.7% |
| 3M | +48.8% | +7.6% | +41.2% | +46.5% |
| 6M | +28.3% | +8.3% | +20.0% | +26.0% |
| YTD | -6.0% | +1.7% | -7.7% | -6.6% |
| 1Y | +1.4% | -6.8% | +8.3% | +2.4% |
| 3Y | +11.8% | +73.4% | -61.6% | -3.0% |
| All | -0.8% | +159.7% | -160.6% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling