+811.9%
PGR vs RMD
+274.3%
+537.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -0.6% | -4.4% | +3.8% | +0.3% |
| 30D | +4.9% | -3.1% | +8.1% | +5.6% |
| 3M | +7.6% | +13.8% | -6.1% | +4.7% |
| 6M | +8.3% | -8.6% | +16.8% | +9.7% |
| YTD | +1.7% | -8.6% | +10.4% | +2.9% |
| 1Y | -6.8% | -19.7% | +12.8% | -3.4% |
| 3Y | +73.4% | +48.4% | +25.1% | +52.8% |
| 5Y | +161.2% | -22.7% | +183.9% | +167.0% |
| All | +811.9% | +274.3% | +537.6% | +552.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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