+41,953.0%
PGR vs RGEN
+1,546.8%
+40,406.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.4% | -2.9% | -0.5% | -3.3% |
| 30D | +1.8% | -0.1% | +1.9% | +1.8% |
| 3M | +5.9% | +25.9% | -20.0% | +5.0% |
| 6M | +4.6% | +35.2% | -30.7% | +3.3% |
| YTD | +1.1% | +0.5% | +0.6% | +0.8% |
| 1Y | -6.6% | +37.0% | -43.5% | -7.9% |
| 3Y | +74.2% | +2.0% | +72.2% | +71.9% |
| 5Y | +159.5% | -44.2% | +203.7% | +159.0% |
| 10Y | +813.4% | +411.6% | +401.9% | +741.5% |
| All | +41,953.0% | +1,546.8% | +40,406.2% | +33,407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling