+42,231.2%
PGR vs CLX
+2,245.0%
+39,986.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -0.6% | -5.7% | +5.1% | +1.1% |
| 30D | +4.9% | -17.0% | +22.0% | +10.8% |
| 3M | +7.6% | -9.7% | +17.3% | +10.5% |
| 6M | +8.3% | -19.8% | +28.1% | +14.5% |
| YTD | +1.7% | -9.8% | +11.6% | +3.6% |
| 1Y | -6.8% | -26.2% | +19.3% | +0.6% |
| 3Y | +73.4% | -36.2% | +109.6% | +93.4% |
| 5Y | +161.2% | -38.3% | +199.6% | +187.8% |
| 10Y | +819.5% | -3.5% | +823.0% | +751.5% |
| All | +42,231.2% | +2,245.0% | +39,986.2% | +17,722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling