+811.9%
PGR vs CDW
+300.6%
+511.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | -1.0% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +4.9% | +13.1% | -8.1% | +1.9% |
| 3M | +7.6% | +19.7% | -12.0% | +3.0% |
| 6M | +8.3% | +30.7% | -22.5% | +0.1% |
| YTD | +1.7% | +14.7% | -13.0% | -3.3% |
| 1Y | -6.8% | -5.3% | -1.5% | -7.6% |
| 3Y | +73.4% | -23.8% | +97.3% | +77.0% |
| 5Y | +161.2% | -16.8% | +178.0% | +153.5% |
| All | +811.9% | +300.6% | +511.3% | +489.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling