+9,772.3%
CSX vs PGR
+42,768.2%
-32,996.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | +2.9% | -6.0% | -4.2% |
| 3M | +7.2% | +12.1% | -4.9% | +2.2% |
| 6M | +16.2% | +3.7% | +12.5% | +13.6% |
| YTD | +37.5% | +2.4% | +35.2% | +34.8% |
| 1Y | +53.2% | -6.4% | +59.6% | +54.4% |
| 3Y | +68.2% | +76.8% | -8.6% | +32.5% |
| 5Y | +65.2% | +154.3% | -89.1% | +11.3% |
| 10Y | +504.1% | +790.1% | -285.9% | +157.0% |
| All | +9,772.3% | +42,768.2% | -32,996.0% | +1,605.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling