+1,681.1%
PGR vs CAPR
-99.1%
+1,780.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.3% |
| 7D | -2.7% | -12.6% | +10.0% | -2.6% |
| 30D | +0.7% | +124.4% | -123.7% | +0.6% |
| 3M | +7.7% | -66.8% | +74.5% | +7.8% |
| 6M | +4.3% | -71.8% | +76.1% | +4.4% |
| YTD | +0.7% | -70.1% | +70.8% | +0.8% |
| 1Y | -5.7% | +33.3% | -39.0% | -6.3% |
| 3Y | +73.7% | +36.7% | +36.9% | +71.9% |
| 5Y | +158.4% | +72.5% | +85.9% | +155.2% |
| 10Y | +810.5% | -77.3% | +887.8% | +793.2% |
| All | +1,681.1% | -99.1% | +1,780.2% | +1,631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling