+158.8%
PGR vs RBA
+39.4%
+119.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | -2.9% | +7.9% | +5.2% |
| 3M | +7.6% | -20.9% | +28.6% | +9.6% |
| 6M | +8.3% | -17.7% | +25.9% | +9.7% |
| YTD | +1.7% | -18.2% | +19.9% | +2.9% |
| 1Y | -6.8% | -29.1% | +22.2% | -4.4% |
| 3Y | +73.4% | +29.5% | +43.9% | +69.3% |
| All | +158.8% | +39.4% | +119.4% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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