+811.9%
PGR vs RGEN
+415.7%
+396.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +4.9% | -0.3% | +5.3% | +4.9% |
| 3M | +7.6% | +23.9% | -16.2% | +5.6% |
| 6M | +8.3% | +38.5% | -30.3% | +5.0% |
| YTD | +1.7% | +0.8% | +0.9% | +1.2% |
| 1Y | -6.8% | +38.2% | -45.1% | -10.2% |
| 3Y | +73.4% | +1.3% | +72.1% | +67.7% |
| 5Y | +161.2% | -44.0% | +205.2% | +164.6% |
| All | +811.9% | +415.7% | +396.2% | +549.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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