+1,674.1%
PGR vs CF
+5,948.3%
-4,274.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | +0.1% | +6.0% | -5.9% | -1.0% |
| 30D | +2.9% | +14.8% | -11.9% | +0.1% |
| 3M | +12.1% | +14.1% | -1.9% | +9.0% |
| 6M | +3.7% | +28.5% | -24.9% | -2.4% |
| YTD | +2.4% | +74.9% | -72.6% | -9.4% |
| 1Y | -6.4% | +61.7% | -68.0% | -16.0% |
| 3Y | +76.8% | +80.3% | -3.5% | +52.2% |
| 5Y | +154.3% | +226.0% | -71.6% | +86.9% |
| 10Y | +790.1% | +569.9% | +220.2% | +424.1% |
| All | +1,674.1% | +5,948.3% | -4,274.2% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling