+811.9%
PGR vs CVE
+175.4%
+636.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.6% | +2.3% | -2.9% | -0.8% |
| 30D | +4.9% | +9.7% | -4.8% | +4.0% |
| 3M | +7.6% | +16.9% | -9.3% | +5.9% |
| 6M | +8.3% | +41.4% | -33.1% | +4.5% |
| YTD | +1.7% | +98.0% | -96.3% | -5.1% |
| 1Y | -6.8% | +98.2% | -105.1% | -13.2% |
| 3Y | +73.4% | +77.9% | -4.5% | +61.5% |
| 5Y | +161.2% | +341.6% | -180.3% | +119.4% |
| All | +811.9% | +175.4% | +636.5% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling