+832.2%
PGR vs CF
+479.1%
+353.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.5% | +4.8% | -1.3% | +2.8% |
| 30D | +10.5% | +4.7% | +5.7% | +9.6% |
| 3M | +12.9% | +7.4% | +5.5% | +11.5% |
| 6M | +20.4% | +0.6% | +19.8% | +19.8% |
| YTD | +10.3% | +64.1% | -53.8% | +0.9% |
| 1Y | +12.5% | +51.4% | -38.9% | +4.2% |
| 3Y | +59.3% | +67.8% | -8.5% | +42.8% |
| 5Y | +173.9% | +114.1% | +59.7% | +127.3% |
| All | +832.2% | +479.1% | +353.2% | +555.8% |
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 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