+805.9%
PGR vs CF
+606.5%
+199.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -3.4% | -2.0% | -1.5% | -3.2% |
| 30D | +1.8% | +15.3% | -13.5% | -0.3% |
| 3M | +5.9% | +24.3% | -18.4% | +2.4% |
| 6M | +4.6% | +23.9% | -19.3% | +0.5% |
| YTD | +1.1% | +77.3% | -76.2% | -8.2% |
| 1Y | -6.6% | +58.7% | -65.3% | -13.9% |
| 3Y | +74.2% | +72.8% | +1.4% | +56.1% |
| 5Y | +159.5% | +228.8% | -69.3% | +100.2% |
| All | +805.9% | +606.5% | +199.4% | +540.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling