+41,953.0%
PGR vs COO
+4,639.5%
+37,313.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.7% | +15.0% | +1.2% |
| 7D | -3.4% | -23.3% | +19.9% | -1.9% |
| 30D | +1.8% | -29.5% | +31.3% | +3.9% |
| 3M | +5.9% | -20.0% | +25.9% | +7.2% |
| 6M | +4.6% | -27.2% | +31.8% | +6.4% |
| YTD | +1.1% | -33.9% | +35.0% | +3.5% |
| 1Y | -6.6% | -19.9% | +13.4% | -5.6% |
| 3Y | +74.2% | -38.1% | +112.3% | +77.9% |
| 5Y | +159.5% | -52.0% | +211.5% | +168.2% |
| 10Y | +813.4% | +17.4% | +796.0% | +797.0% |
| All | +41,953.0% | +4,639.5% | +37,313.4% | +39,541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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