+73.2%
PGR vs CVE
+75.1%
-2.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -1.9% |
| 7D | -2.6% | +0.2% | -2.7% | -2.6% |
| 30D | -0.2% | +17.5% | -17.7% | -0.7% |
| 3M | +7.4% | +16.2% | -8.9% | +6.8% |
| 6M | +2.1% | +47.8% | -45.6% | +0.7% |
| YTD | +0.5% | +98.5% | -98.0% | -2.3% |
| 1Y | -6.9% | +109.8% | -116.7% | -9.9% |
| 3Y | +73.2% | +75.5% | -2.3% | +72.3% |
| All | +73.2% | +75.1% | -2.0% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling