+3,518.7%
PGR vs CSGP
+3,244.4%
+274.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.0% | -6.1% | +7.1% | +1.9% |
| 30D | +5.7% | +0.3% | +5.3% | +5.3% |
| 3M | +13.6% | -1.3% | +14.9% | +13.3% |
| 6M | +18.8% | -8.9% | +27.7% | +19.6% |
| YTD | +10.1% | -55.2% | +65.4% | +22.5% |
| 1Y | +13.0% | -56.4% | +69.4% | +26.2% |
| 3Y | +60.6% | -62.2% | +122.8% | +80.4% |
| 5Y | +173.5% | -63.7% | +237.2% | +203.7% |
| 10Y | +836.4% | +61.7% | +774.7% | +718.2% |
| All | +3,518.7% | +3,244.4% | +274.2% | +1,598.2% |
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