+1,167.2%
PGR vs CDW
+837.2%
+330.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | -2.7% | -4.2% | +1.6% | -1.8% |
| 30D | +0.7% | +4.9% | -4.1% | -0.6% |
| 3M | +7.7% | +7.3% | +0.4% | +5.5% |
| 6M | +4.3% | +19.2% | -14.9% | -1.6% |
| YTD | +0.7% | +6.2% | -5.4% | -2.6% |
| 1Y | -5.7% | -14.0% | +8.4% | -4.5% |
| 3Y | +73.7% | -30.0% | +103.6% | +80.5% |
| 5Y | +158.4% | -23.6% | +182.0% | +156.4% |
| 10Y | +810.5% | +269.4% | +541.1% | +478.2% |
| All | +1,167.2% | +837.2% | +330.0% | +634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling