+6,399.0%
PGR vs CRL
+1,327.4%
+5,071.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | -2.7% | -4.6% | +1.9% | -1.8% |
| 30D | +0.7% | +0.5% | +0.2% | +0.6% |
| 3M | +7.7% | +46.6% | -38.9% | +0.2% |
| 6M | +4.3% | +57.3% | -53.0% | -5.1% |
| YTD | +0.7% | +39.5% | -38.8% | -6.7% |
| 1Y | -5.7% | +76.9% | -82.5% | -16.9% |
| 3Y | +73.7% | +39.4% | +34.3% | +52.8% |
| 5Y | +158.4% | -37.2% | +195.6% | +162.6% |
| 10Y | +810.5% | +253.4% | +557.1% | +507.6% |
| All | +6,399.0% | +1,327.4% | +5,071.6% | +2,951.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling