+158.8%
PGR vs CFG
+99.1%
+59.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.9% | -4.6% | +9.6% | +5.7% |
| 3M | +7.6% | +6.7% | +1.0% | +6.3% |
| 6M | +8.3% | +22.1% | -13.9% | +4.4% |
| YTD | +1.7% | +23.2% | -21.4% | -2.3% |
| 1Y | -6.8% | +40.3% | -47.1% | -12.7% |
| 3Y | +73.4% | +187.9% | -114.4% | +38.9% |
| All | +158.8% | +99.1% | +59.6% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling