+1,075.1%
PGR vs CNH
+59.0%
+1,016.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | +0.7% | +32.6% | -31.9% | -4.0% |
| 3M | +7.7% | +29.4% | -21.7% | +2.7% |
| 6M | +4.3% | +26.0% | -21.7% | -0.6% |
| YTD | +0.7% | +52.2% | -51.5% | -7.3% |
| 1Y | -5.7% | +23.9% | -29.5% | -10.3% |
| 3Y | +73.7% | +10.1% | +63.5% | +65.1% |
| 5Y | +158.4% | +13.2% | +145.2% | +138.7% |
| 10Y | +810.5% | +160.7% | +649.9% | +580.1% |
| All | +1,075.1% | +59.0% | +1,016.1% | +799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling