+158.8%
PGR vs CG
-2.7%
+161.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -0.6% | -9.9% | +9.2% | -0.1% |
| 30D | +4.9% | -11.7% | +16.6% | +5.6% |
| 3M | +7.6% | -4.3% | +11.9% | +7.7% |
| 6M | +8.3% | -8.8% | +17.0% | +8.6% |
| YTD | +1.7% | -26.9% | +28.6% | +3.3% |
| 1Y | -6.8% | -35.4% | +28.6% | -4.7% |
| 3Y | +73.4% | +43.0% | +30.4% | +64.6% |
| All | +158.8% | -2.7% | +161.5% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling