+158.8%
PGR vs CAH
+393.5%
-234.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -0.6% | -5.1% | +4.5% | +0.9% |
| 30D | +4.9% | +0.2% | +4.8% | +4.8% |
| 3M | +7.6% | +6.3% | +1.3% | +5.9% |
| 6M | +8.3% | +9.4% | -1.1% | +5.4% |
| YTD | +1.7% | +15.0% | -13.2% | -2.8% |
| 1Y | -6.8% | +55.4% | -62.3% | -19.6% |
| 3Y | +73.4% | +173.8% | -100.4% | +21.6% |
| All | +158.8% | +393.5% | -234.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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