+160.8%
PGR vs RDW
-0.7%
+161.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -0.6% | +0.9% | -1.5% | -0.6% |
| 30D | +4.9% | -21.3% | +26.2% | +5.2% |
| 3M | +7.6% | -37.9% | +45.5% | +8.2% |
| 6M | +8.3% | +12.3% | -4.0% | +7.2% |
| YTD | +1.7% | +39.7% | -38.0% | -0.2% |
| 1Y | -6.8% | +25.7% | -32.5% | -8.6% |
| 3Y | +73.4% | +230.8% | -157.4% | +60.2% |
| 5Y | +161.2% | -8.8% | +170.0% | +141.2% |
| All | +160.8% | -0.7% | +161.6% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling