+158.8%
PGR vs CHRW
+90.8%
+68.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.7% |
| 7D | -0.6% | +3.5% | -4.1% | -0.8% |
| 30D | +4.9% | +4.6% | +0.3% | +4.7% |
| 3M | +7.6% | -19.7% | +27.4% | +8.6% |
| 6M | +8.3% | -12.4% | +20.7% | +8.5% |
| YTD | +1.7% | -3.9% | +5.6% | +1.2% |
| 1Y | -6.8% | +18.4% | -25.2% | -8.9% |
| 3Y | +73.4% | +88.8% | -15.4% | +62.9% |
| All | +158.8% | +90.8% | +68.0% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling