+158.8%
PGR vs CLX
-38.5%
+197.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | +0.5% |
| 30D | +4.9% | -17.0% | +22.0% | +8.7% |
| 3M | +7.6% | -9.7% | +17.3% | +9.5% |
| 6M | +8.3% | -19.8% | +28.1% | +12.4% |
| YTD | +1.7% | -9.8% | +11.6% | +2.9% |
| 1Y | -6.8% | -26.2% | +19.3% | -1.8% |
| 3Y | +73.4% | -36.2% | +109.6% | +87.5% |
| All | +158.8% | -38.5% | +197.3% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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