+17,323.8%
PGR vs RIG
-41.0%
+17,364.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -3.4% | -4.2% | +0.7% | -3.0% |
| 30D | +1.8% | -0.7% | +2.5% | +1.8% |
| 3M | +5.9% | -4.0% | +9.9% | +6.1% |
| 6M | +4.6% | -6.3% | +10.9% | +4.6% |
| YTD | +1.1% | +39.7% | -38.6% | -3.0% |
| 1Y | -6.6% | +78.1% | -84.7% | -12.8% |
| 3Y | +74.2% | -29.5% | +103.7% | +72.9% |
| 5Y | +159.5% | +65.3% | +94.2% | +125.5% |
| 10Y | +813.4% | -41.3% | +854.7% | +636.4% |
| All | +17,323.8% | -41.0% | +17,364.8% | +15,300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling