+811.9%
PGR vs CP
+232.0%
+579.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.2% |
| 30D | +4.9% | -3.7% | +8.7% | +6.1% |
| 3M | +7.6% | +0.1% | +7.5% | +7.4% |
| 6M | +8.3% | +7.8% | +0.4% | +5.3% |
| YTD | +1.7% | +21.7% | -20.0% | -5.0% |
| 1Y | -6.8% | +18.6% | -25.5% | -12.4% |
| 3Y | +73.4% | +17.5% | +55.9% | +60.0% |
| 5Y | +161.2% | +35.4% | +125.9% | +124.0% |
| All | +811.9% | +232.0% | +579.9% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling