+71.8%
PGR vs CSGP
-64.3%
+136.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -2.7% | -5.4% | +2.7% | -2.1% |
| 30D | +0.7% | -6.0% | +6.8% | +1.3% |
| 3M | +7.7% | -12.8% | +20.5% | +8.6% |
| 6M | +4.3% | -38.9% | +43.2% | +7.0% |
| YTD | +0.7% | -56.0% | +56.7% | +5.1% |
| 1Y | -5.7% | -66.4% | +60.8% | -0.2% |
| All | +71.8% | -64.3% | +136.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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