+65.1%
CSX vs PGR
+155.8%
-90.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -0.6% | -2.7% | +2.1% | -0.1% |
| 30D | -3.2% | +0.7% | -4.0% | -3.4% |
| 3M | +2.6% | +7.7% | -5.1% | +0.6% |
| 6M | +19.8% | +4.3% | +15.5% | +18.2% |
| YTD | +34.7% | +0.7% | +33.9% | +33.6% |
| 1Y | +52.1% | -5.7% | +57.8% | +53.0% |
| 3Y | +68.4% | +73.7% | -5.2% | +45.1% |
| 5Y | +65.1% | +158.4% | -93.3% | +19.6% |
| All | +65.1% | +155.8% | -90.7% | +19.6% |
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 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