+42,231.2%
PGR vs CHD
+9,760.0%
+32,471.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -0.6% | -4.5% | +3.9% | +0.6% |
| 30D | +4.9% | -6.7% | +11.7% | +6.9% |
| 3M | +7.6% | -2.7% | +10.4% | +8.4% |
| 6M | +8.3% | -4.9% | +13.2% | +9.5% |
| YTD | +1.7% | +13.3% | -11.6% | -2.0% |
| 1Y | -6.8% | +1.0% | -7.9% | -7.6% |
| 3Y | +73.4% | +1.3% | +72.1% | +71.0% |
| 5Y | +161.2% | +20.8% | +140.4% | +143.6% |
| 10Y | +819.5% | +126.1% | +693.4% | +623.3% |
| All | +42,231.2% | +9,760.0% | +32,471.1% | +17,485.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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