+159.5%
PGR vs CMS
+22.8%
+136.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | +1.8% | -2.8% | +4.6% | +2.9% |
| 3M | +5.9% | -7.1% | +13.0% | +9.2% |
| 6M | +4.6% | -10.0% | +14.6% | +8.9% |
| YTD | +1.1% | -0.9% | +2.0% | +1.3% |
| 1Y | -6.6% | -2.0% | -4.6% | -6.1% |
| 3Y | +74.2% | +33.0% | +41.2% | +56.4% |
| 5Y | +159.5% | +24.3% | +135.2% | +138.6% |
| All | +159.5% | +22.8% | +136.7% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling