+41,818.8%
PGR vs CPB
+335.7%
+41,483.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.7% | -8.0% | +5.3% | -0.6% |
| 30D | +0.7% | -2.4% | +3.1% | +1.3% |
| 3M | +7.7% | +0.5% | +7.2% | +7.2% |
| 6M | +4.3% | -10.5% | +14.8% | +6.8% |
| YTD | +0.7% | -17.5% | +18.3% | +5.2% |
| 1Y | -5.7% | -31.0% | +25.4% | +3.2% |
| 3Y | +73.7% | -40.6% | +114.3% | +95.3% |
| 5Y | +158.4% | -37.7% | +196.1% | +184.2% |
| 10Y | +810.5% | -43.4% | +854.0% | +892.9% |
| All | +41,818.8% | +335.7% | +41,483.1% | +30,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling