+6,592.8%
PGR vs RMBS
+1,364.8%
+5,228.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | +4.9% | -13.9% | +18.8% | +6.0% |
| 3M | +7.6% | -39.8% | +47.4% | +10.9% |
| 6M | +8.3% | -6.0% | +14.3% | +6.7% |
| YTD | +1.7% | -5.4% | +7.1% | -0.4% |
| 1Y | -6.8% | -1.8% | -5.0% | -9.7% |
| 3Y | +73.4% | +53.7% | +19.8% | +57.4% |
| 5Y | +161.2% | +268.5% | -107.3% | +116.9% |
| 10Y | +819.5% | +563.9% | +255.6% | +614.2% |
| All | +6,592.8% | +1,364.8% | +5,228.0% | +3,442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling