+19.3%
PGR vs RIG
+43.0%
-23.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.6% | +10.1% | +2.5% |
| 7D | +4.1% | -18.8% | +22.8% | +4.2% |
| 30D | +10.4% | -1.1% | +11.5% | +10.3% |
| 3M | +11.4% | +4.4% | +7.0% | +11.3% |
| 6M | +17.9% | -20.8% | +38.7% | +18.8% |
| YTD | +9.8% | +32.0% | -22.2% | +9.8% |
| 1Y | +19.3% | +39.7% | -20.5% | +19.9% |
| All | +19.3% | +43.0% | -23.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling