+1,864.0%
CVS vs PGR
+42,507.8%
-40,643.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -2.2% | -0.6% | -1.5% | -2.0% |
| 30D | -0.1% | +4.9% | -5.0% | -1.5% |
| 3M | -5.2% | +7.6% | -12.9% | -7.6% |
| 6M | +26.9% | +8.3% | +18.6% | +23.1% |
| YTD | +22.1% | +1.7% | +20.3% | +20.4% |
| 1Y | +30.8% | -6.8% | +37.6% | +32.0% |
| 3Y | +54.4% | +73.4% | -19.1% | +28.5% |
| 5Y | +33.4% | +161.2% | -127.9% | -3.2% |
| 10Y | +40.8% | +819.5% | -778.6% | -29.8% |
| All | +1,864.0% | +42,507.8% | -40,643.8% | +305.5% |
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