+41,953.0%
PGR vs CNP
+1,799.6%
+40,153.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.7% |
| 7D | -3.4% | -2.2% | -1.3% | -3.0% |
| 30D | +1.8% | -2.1% | +3.9% | +2.2% |
| 3M | +5.9% | -7.9% | +13.8% | +7.8% |
| 6M | +4.6% | -8.3% | +12.9% | +6.5% |
| YTD | +1.1% | +3.8% | -2.7% | +0.2% |
| 1Y | -6.6% | +5.9% | -12.4% | -7.8% |
| 3Y | +74.2% | +49.3% | +24.9% | +59.1% |
| 5Y | +159.5% | +69.3% | +90.2% | +130.3% |
| 10Y | +813.4% | +136.0% | +677.4% | +634.2% |
| All | +41,953.0% | +1,799.6% | +40,153.3% | +22,483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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