+41,702.1%
PGR vs CP
+7,629.6%
+34,072.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | +2.4% | -5.0% | -3.3% |
| 30D | -0.2% | -0.5% | +0.3% | -0.1% |
| 3M | +7.4% | +1.4% | +5.9% | +6.7% |
| 6M | +2.1% | +10.3% | -8.2% | -1.4% |
| YTD | +0.5% | +24.3% | -23.8% | -6.8% |
| 1Y | -6.9% | +20.4% | -27.4% | -13.0% |
| 3Y | +73.2% | +21.8% | +51.4% | +58.3% |
| 5Y | +154.8% | +31.5% | +123.2% | +123.9% |
| 10Y | +786.4% | +223.2% | +563.2% | +466.5% |
| All | +41,702.1% | +7,629.6% | +34,072.5% | +9,926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling