+4.3%
PGR vs CNH
+27.5%
-23.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.3% |
| 7D | -2.7% | +1.8% | -4.5% | -2.6% |
| 30D | +0.7% | +32.6% | -31.9% | +1.5% |
| 3M | +7.7% | +29.4% | -21.7% | +8.6% |
| 6M | +4.3% | +26.0% | -21.7% | +4.0% |
| All | +4.3% | +27.5% | -23.2% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling