+4,570.3%
PGR vs CHRW
+4,254.3%
+316.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -2.7% | +4.1% | -6.7% | -3.6% |
| 30D | +0.7% | +1.9% | -1.2% | +0.2% |
| 3M | +7.7% | -21.2% | +28.9% | +12.8% |
| 6M | +4.3% | -16.7% | +21.0% | +7.2% |
| YTD | +0.7% | -5.4% | +6.1% | -0.3% |
| 1Y | -5.7% | +21.2% | -26.8% | -12.9% |
| 3Y | +73.7% | +86.5% | -12.8% | +39.5% |
| 5Y | +158.4% | +93.0% | +65.4% | +100.7% |
| 10Y | +810.5% | +174.5% | +636.0% | +520.1% |
| All | +4,570.3% | +4,254.3% | +316.0% | +1,522.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling