+1,460.2%
PGR vs CG
+313.7%
+1,146.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -3.4% | -9.8% | +6.4% | -2.0% |
| 30D | +1.8% | -10.3% | +12.1% | +3.3% |
| 3M | +5.9% | -1.7% | +7.6% | +5.8% |
| 6M | +4.6% | -9.8% | +14.4% | +5.5% |
| YTD | +1.1% | -25.6% | +26.7% | +4.5% |
| 1Y | -6.6% | -32.5% | +26.0% | -2.2% |
| 3Y | +74.2% | +45.6% | +28.6% | +56.1% |
| 5Y | +159.5% | +3.7% | +155.8% | +139.9% |
| 10Y | +813.4% | +321.1% | +492.4% | +523.1% |
| All | +1,460.2% | +313.7% | +1,146.5% | +941.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling