+158.8%
PGR vs CNH
+8.8%
+149.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.6% | -5.7% | +5.1% | -0.1% |
| 30D | +4.9% | +26.6% | -21.6% | +2.8% |
| 3M | +7.6% | +31.1% | -23.4% | +5.0% |
| 6M | +8.3% | +24.9% | -16.6% | +5.7% |
| YTD | +1.7% | +48.7% | -47.0% | -2.5% |
| 1Y | -6.8% | +22.2% | -29.1% | -8.9% |
| 3Y | +73.4% | +7.4% | +66.0% | +71.4% |
| All | +158.8% | +8.8% | +149.9% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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