+158.8%
PGR vs CP
+34.9%
+123.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -0.6% | -2.6% | +2.0% | -0.1% |
| 30D | +4.9% | -3.7% | +8.7% | +5.7% |
| 3M | +7.6% | +0.1% | +7.5% | +7.5% |
| 6M | +8.3% | +7.8% | +0.4% | +6.2% |
| YTD | +1.7% | +21.7% | -20.0% | -2.9% |
| 1Y | -6.8% | +18.6% | -25.5% | -10.7% |
| 3Y | +73.4% | +17.5% | +55.9% | +64.1% |
| All | +158.8% | +34.9% | +123.9% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling