+5,908.2%
PGR vs RL
+1,301.1%
+4,607.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +0.7% | -17.5% | +18.2% | +4.9% |
| 3M | +7.7% | -14.0% | +21.7% | +10.8% |
| 6M | +4.3% | -2.0% | +6.3% | +3.5% |
| YTD | +0.7% | -4.6% | +5.3% | +0.3% |
| 1Y | -5.7% | +9.5% | -15.2% | -9.1% |
| 3Y | +73.7% | +200.5% | -126.8% | +28.3% |
| 5Y | +158.4% | +226.3% | -67.9% | +80.9% |
| 10Y | +810.5% | +304.8% | +505.7% | +451.6% |
| All | +5,908.2% | +1,301.1% | +4,607.1% | +2,027.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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