+73.4%
PGR vs CG
+42.2%
+31.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -0.6% | -9.9% | +9.2% | -0.6% |
| 30D | +4.9% | -11.7% | +16.6% | +5.0% |
| 3M | +7.6% | -4.3% | +11.9% | +7.7% |
| 6M | +8.3% | -8.8% | +17.0% | +8.3% |
| YTD | +1.7% | -26.9% | +28.6% | +2.1% |
| 1Y | -6.8% | -35.4% | +28.6% | -6.3% |
| 3Y | +73.4% | +43.0% | +30.4% | +87.8% |
| All | +73.4% | +42.2% | +31.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling