-6.8%
PGR vs CAPR
+37.0%
-43.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.7% |
| 7D | -0.6% | -11.0% | +10.3% | -0.6% |
| 30D | +4.9% | +99.8% | -94.8% | +5.2% |
| 3M | +7.6% | -66.6% | +74.2% | +7.4% |
| 6M | +8.3% | -75.1% | +83.3% | +8.0% |
| YTD | +1.7% | -71.0% | +72.7% | +1.5% |
| 1Y | -6.8% | +30.0% | -36.8% | -6.4% |
| All | -6.8% | +37.0% | -43.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling