+73.4%
PGR vs CRL
+38.6%
+34.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | -0.6% |
| 30D | +4.9% | -2.1% | +7.1% | +4.9% |
| 3M | +7.6% | +48.0% | -40.3% | +7.9% |
| 6M | +8.3% | +64.7% | -56.5% | +8.6% |
| YTD | +1.7% | +39.5% | -37.8% | +2.3% |
| 1Y | -6.8% | +74.2% | -81.0% | -6.8% |
| 3Y | +73.4% | +39.4% | +34.1% | +78.3% |
| All | +73.4% | +38.6% | +34.8% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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