+811.9%
PGR vs RMBS
+566.4%
+245.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | +4.9% | -13.9% | +18.8% | +5.5% |
| 3M | +7.6% | -39.8% | +47.4% | +9.7% |
| 6M | +8.3% | -6.0% | +14.3% | +6.3% |
| YTD | +1.7% | -5.4% | +7.1% | -0.7% |
| 1Y | -6.8% | -1.8% | -5.0% | -10.1% |
| 3Y | +73.4% | +53.7% | +19.8% | +53.1% |
| 5Y | +161.2% | +268.5% | -107.3% | +85.4% |
| All | +811.9% | +566.4% | +245.5% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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