+19.3%
PGR vs CHRW
-10.6%
+29.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.5% |
| 7D | +4.1% | +4.9% | -0.8% | +4.1% |
| 30D | +10.4% | -4.8% | +15.3% | +10.4% |
| 3M | +11.4% | -13.1% | +24.6% | +11.3% |
| 6M | +17.9% | -16.3% | +34.3% | +16.6% |
| YTD | +9.8% | -15.8% | +25.6% | +12.4% |
| 1Y | +19.3% | -11.1% | +30.4% | +23.0% |
| All | +19.3% | -10.6% | +29.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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