+880.6%
PGR vs RACE
+649.8%
+230.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | +10.5% | +6.1% | +4.3% | +9.1% |
| 3M | +12.9% | -0.3% | +13.2% | +12.8% |
| 6M | +20.4% | +23.4% | -3.0% | +14.8% |
| YTD | +10.3% | +12.5% | -2.3% | +6.7% |
| 1Y | +12.5% | -0.5% | +13.0% | +11.7% |
| 3Y | +59.3% | +23.6% | +35.6% | +46.9% |
| 5Y | +173.9% | +65.4% | +108.4% | +131.4% |
| 10Y | +837.6% | +715.5% | +122.1% | +471.0% |
| All | +880.6% | +649.8% | +230.9% | +481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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