+2,282.4%
PGR vs CVE
+70.3%
+2,212.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +1.0% | +4.6% | -3.6% | +0.4% |
| 30D | +5.7% | -12.0% | +17.7% | +7.1% |
| 3M | +13.6% | -3.8% | +17.4% | +13.9% |
| 6M | +18.8% | -2.7% | +21.5% | +18.6% |
| YTD | +10.1% | +73.6% | -63.5% | +1.9% |
| 1Y | +13.0% | +62.0% | -49.0% | +5.4% |
| 3Y | +60.6% | +72.7% | -12.1% | +46.3% |
| 5Y | +173.5% | +153.9% | +19.6% | +131.5% |
| 10Y | +836.4% | +147.6% | +688.8% | +617.3% |
| All | +2,282.4% | +70.3% | +2,212.1% | +1,764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling