+42,231.2%
PGR vs CGNX
+12,871.6%
+29,359.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.2% |
| 7D | -0.6% | +3.2% | -3.8% | -1.0% |
| 30D | +4.9% | +6.0% | -1.1% | +4.0% |
| 3M | +7.6% | +3.5% | +4.1% | +6.5% |
| 6M | +8.3% | +26.3% | -18.0% | +4.0% |
| YTD | +1.7% | +79.2% | -77.5% | -7.6% |
| 1Y | -6.8% | +43.8% | -50.6% | -13.4% |
| 3Y | +73.4% | +52.0% | +21.5% | +56.0% |
| 5Y | +161.2% | -24.0% | +185.3% | +153.2% |
| 10Y | +819.5% | +189.1% | +630.4% | +621.6% |
| All | +42,231.2% | +12,871.6% | +29,359.5% | +20,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling