+15.7%
PGR vs CGNX
+20.0%
-4.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.2% |
| 7D | -1.5% | -14.9% | +13.4% | -3.3% |
| 30D | +6.4% | -21.9% | +28.3% | +3.5% |
| 3M | +5.8% | -29.0% | +34.8% | +2.0% |
| 6M | +15.8% | -23.0% | +38.8% | +13.1% |
| YTD | +6.5% | +33.4% | -26.9% | +11.3% |
| 1Y | +15.7% | +21.6% | -5.9% | +20.5% |
| All | +15.7% | +20.0% | -4.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling