+73.4%
PGR vs CRS
+612.2%
-538.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -0.6% | -6.8% | +6.2% | -0.6% |
| 30D | +4.9% | -16.1% | +21.1% | +4.9% |
| 3M | +7.6% | -21.2% | +28.8% | +7.6% |
| 6M | +8.3% | +8.7% | -0.4% | +7.5% |
| YTD | +1.7% | +41.0% | -39.2% | +0.1% |
| 1Y | -6.8% | +82.7% | -89.5% | -9.4% |
| 3Y | +73.4% | +604.8% | -531.3% | +70.3% |
| All | +73.4% | +612.2% | -538.8% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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