+63.9%
CSCO vs PGR
-6.1%
+70.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | -10.1% | +2.9% | -13.0% | -9.7% |
| 3M | -15.7% | +12.1% | -27.8% | -14.0% |
| 6M | +36.3% | +3.7% | +32.6% | +37.7% |
| YTD | +43.8% | +2.4% | +41.5% | +45.5% |
| 1Y | +63.9% | -6.4% | +70.3% | +68.9% |
| All | +63.9% | -6.1% | +70.1% | +68.9% |
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