+42,231.2%
PGR vs CAH
+14,302.1%
+27,929.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -0.6% | -5.1% | +4.5% | +0.7% |
| 30D | +4.9% | +0.2% | +4.8% | +4.8% |
| 3M | +7.6% | +6.3% | +1.3% | +6.0% |
| 6M | +8.3% | +9.4% | -1.1% | +5.6% |
| YTD | +1.7% | +15.0% | -13.2% | -2.3% |
| 1Y | -6.8% | +55.4% | -62.3% | -17.5% |
| 3Y | +73.4% | +173.8% | -100.4% | +32.5% |
| 5Y | +161.2% | +395.2% | -234.0% | +71.0% |
| 10Y | +819.5% | +293.2% | +526.3% | +501.9% |
| All | +42,231.2% | +14,302.1% | +27,929.1% | +13,375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling