-6.4%
PGR vs CBOE
+29.2%
-35.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +0.1% | -3.6% | +3.8% | +0.3% |
| 30D | +2.9% | +5.1% | -2.2% | +2.6% |
| 3M | +12.1% | +4.6% | +7.5% | +11.5% |
| 6M | +3.7% | -0.3% | +3.9% | +2.2% |
| YTD | +2.4% | +19.8% | -17.4% | -2.3% |
| 1Y | -6.4% | +28.4% | -34.7% | -12.0% |
| All | -6.4% | +29.2% | -35.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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