+216.7%
CTVA vs PGR
+231.4%
-14.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +11.3% | +4.9% | +6.4% | +9.3% |
| 3M | +12.3% | +7.6% | +4.7% | +8.8% |
| 6M | +7.2% | +8.3% | -1.1% | +3.2% |
| YTD | +26.0% | +1.7% | +24.3% | +23.9% |
| 1Y | +16.0% | -6.8% | +22.9% | +17.8% |
| 3Y | +73.9% | +73.4% | +0.5% | +32.2% |
| 5Y | +103.8% | +161.2% | -57.4% | +19.1% |
| All | +216.7% | +231.4% | -14.7% | +57.3% |
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