+158.4%
PGR vs CSGP
-66.6%
+225.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -2.7% | -5.4% | +2.7% | -2.0% |
| 30D | +0.7% | -6.0% | +6.8% | +1.4% |
| 3M | +7.7% | -12.8% | +20.5% | +9.1% |
| 6M | +4.3% | -38.9% | +43.2% | +9.2% |
| YTD | +0.7% | -56.0% | +56.7% | +8.8% |
| 1Y | -5.7% | -66.4% | +60.8% | +4.8% |
| 3Y | +73.7% | -64.2% | +137.8% | +89.0% |
| 5Y | +158.4% | -67.0% | +225.4% | +182.7% |
| All | +158.4% | -66.6% | +225.0% | +182.7% |
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