+811.9%
PGR vs CMS
+118.9%
+693.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -0.6% | -1.9% | +1.3% | +0.2% |
| 30D | +4.9% | -4.1% | +9.0% | +6.7% |
| 3M | +7.6% | -7.1% | +14.7% | +11.0% |
| 6M | +8.3% | -10.1% | +18.3% | +12.9% |
| YTD | +1.7% | -1.7% | +3.5% | +2.2% |
| 1Y | -6.8% | -3.4% | -3.5% | -5.9% |
| 3Y | +73.4% | +31.6% | +41.9% | +53.6% |
| 5Y | +161.2% | +23.3% | +137.9% | +135.4% |
| All | +811.9% | +118.9% | +693.0% | +614.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling