+158.4%
PGR vs CVE
+350.0%
-191.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | +2.0% | -4.6% | -2.8% |
| 30D | +0.7% | +13.2% | -12.5% | -0.4% |
| 3M | +7.7% | +21.7% | -14.0% | +5.7% |
| 6M | +4.3% | +48.4% | -44.1% | +0.3% |
| YTD | +0.7% | +100.1% | -99.4% | -6.1% |
| 1Y | -5.7% | +107.8% | -113.5% | -12.5% |
| 3Y | +73.7% | +76.9% | -3.2% | +62.3% |
| 5Y | +158.4% | +346.2% | -187.8% | +124.0% |
| All | +158.4% | +350.0% | -191.6% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling