+170.5%
PGR vs CSGP
-63.3%
+233.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.2% |
| 7D | +1.2% | -3.2% | +4.3% | +1.5% |
| 30D | +6.6% | +2.2% | +4.4% | +6.1% |
| 3M | +8.4% | -3.7% | +12.0% | +8.5% |
| 6M | +19.6% | -7.4% | +27.0% | +19.9% |
| YTD | +8.4% | -54.9% | +63.3% | +16.3% |
| 1Y | +13.5% | -54.9% | +68.4% | +21.7% |
| 3Y | +58.0% | -61.9% | +120.0% | +70.0% |
| 5Y | +170.5% | -63.1% | +233.6% | +188.4% |
| All | +170.5% | -63.3% | +233.8% | +188.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling