+3,359.4%
PGR vs CNC
+5,485.4%
-2,126.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +4.9% | -1.0% | +5.9% | +5.1% |
| 3M | +7.6% | +4.5% | +3.1% | +6.6% |
| 6M | +8.3% | +85.2% | -77.0% | -2.9% |
| YTD | +1.7% | +61.4% | -59.7% | -7.3% |
| 1Y | -6.8% | +94.9% | -101.7% | -18.1% |
| 3Y | +73.4% | 0.0% | +73.4% | +64.5% |
| 5Y | +161.2% | +11.2% | +150.0% | +140.3% |
| 10Y | +819.5% | +98.7% | +720.8% | +640.5% |
| All | +3,359.4% | +5,485.4% | -2,126.0% | +1,533.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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