+19.3%
PGR vs CF
+35.9%
-16.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +2.8% |
| 7D | +4.1% | -6.9% | +10.9% | +4.6% |
| 30D | +10.4% | -3.7% | +14.2% | +10.7% |
| 3M | +11.4% | -5.0% | +16.4% | +11.8% |
| 6M | +17.9% | -10.5% | +28.4% | +18.6% |
| YTD | +9.8% | +46.5% | -36.7% | +7.3% |
| 1Y | +19.3% | +34.8% | -15.6% | +17.8% |
| All | +19.3% | +35.9% | -16.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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