+158.8%
PGR vs COR
+180.1%
-21.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -2.8% | +2.2% | +0.2% |
| 30D | +4.9% | +2.6% | +2.4% | +4.2% |
| 3M | +7.6% | +14.5% | -6.8% | +3.8% |
| 6M | +8.3% | -7.8% | +16.1% | +10.2% |
| YTD | +1.7% | -4.2% | +6.0% | +1.7% |
| 1Y | -6.8% | +7.0% | -13.9% | -10.9% |
| 3Y | +73.4% | +85.5% | -12.1% | +34.1% |
| All | +158.8% | +180.1% | -21.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 5y: compounded portfolio wealth divided by compounded COR 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…
5y analysis · Full analysis span regression · 6 months rolling