+19.6%
PGR vs COPX
+30.3%
-10.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +3.0% |
| 7D | +4.1% | -3.0% | +7.0% | +3.6% |
| 30D | +10.4% | -13.6% | +24.1% | +8.4% |
| 3M | +11.4% | -11.2% | +22.6% | +10.0% |
| 6M | +17.9% | -2.4% | +20.3% | +18.4% |
| YTD | +9.8% | +4.2% | +5.6% | +11.0% |
| All | +19.6% | +30.3% | -10.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling