+80.6%
CRWD vs PGR
+21.4%
+59.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -0.7% |
| 7D | -9.6% | +4.1% | -13.7% | -8.5% |
| 30D | -11.6% | +10.4% | -22.1% | -8.8% |
| 3M | +14.1% | +11.4% | +2.7% | +18.1% |
| 6M | +105.4% | +17.9% | +87.5% | +114.7% |
| YTD | +105.6% | +9.8% | +95.9% | +112.2% |
| 1Y | +80.6% | +19.3% | +61.3% | +92.5% |
| All | +80.6% | +21.4% | +59.2% | +92.5% |
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