+73.4%
PGR vs CPB
-43.0%
+116.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.6% | -1.8% | +1.2% | -0.3% |
| 30D | +4.9% | -7.1% | +12.0% | +6.5% |
| 3M | +7.6% | -6.0% | +13.7% | +8.7% |
| 6M | +8.3% | -5.3% | +13.5% | +9.0% |
| YTD | +1.7% | -20.8% | +22.6% | +6.2% |
| 1Y | -6.8% | -33.8% | +27.0% | +0.9% |
| 3Y | +73.4% | -43.7% | +117.2% | +89.7% |
| All | +73.4% | -43.0% | +116.5% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling