+793.4%
PGR vs RACE
+640.3%
+153.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.7% |
| 7D | -2.6% | -1.0% | -1.5% | -2.3% |
| 30D | -0.2% | -1.5% | +1.3% | +0.1% |
| 3M | +7.4% | +15.5% | -8.1% | +4.0% |
| 6M | +2.1% | +17.3% | -15.2% | -1.8% |
| YTD | +0.5% | +11.1% | -10.7% | -2.4% |
| 1Y | -6.9% | -14.3% | +7.3% | -5.0% |
| 3Y | +73.2% | +40.2% | +33.0% | +54.9% |
| 5Y | +154.8% | +92.6% | +62.2% | +106.8% |
| 10Y | +786.4% | +786.6% | -0.2% | +434.1% |
| All | +793.4% | +640.3% | +153.1% | +431.2% |
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