+3,262.9%
PGR vs CSGP
+3,334.4%
-71.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | +0.1% | -4.1% | +4.2% | +0.8% |
| 30D | +2.9% | +2.3% | +0.6% | +2.4% |
| 3M | +12.1% | -8.2% | +20.3% | +13.2% |
| 6M | +3.7% | -35.1% | +38.7% | +10.1% |
| YTD | +2.4% | -54.0% | +56.4% | +13.9% |
| 1Y | -6.4% | -65.3% | +58.9% | +8.5% |
| 3Y | +76.8% | -62.6% | +139.4% | +99.6% |
| 5Y | +154.3% | -64.8% | +219.1% | +184.7% |
| 10Y | +790.1% | +45.1% | +745.0% | +692.3% |
| All | +3,262.9% | +3,334.4% | -71.5% | +1,478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling