+55.0%
CSX vs PGR
-5.0%
+60.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.1% | -3.4% | +3.5% | +0.2% |
| 30D | -1.5% | +1.8% | -3.3% | -1.6% |
| 3M | +6.0% | +5.9% | 0.0% | +5.7% |
| 6M | +20.6% | +4.6% | +16.0% | +20.3% |
| YTD | +36.5% | +1.1% | +35.5% | +36.1% |
| 1Y | +55.0% | -6.6% | +61.5% | +54.1% |
| All | +55.0% | -5.0% | +60.0% | +54.1% |
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