+73.4%
PGR vs RNG
+119.8%
-46.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -6.1% | +5.5% | -0.3% |
| 30D | +4.9% | +9.6% | -4.7% | +4.5% |
| 3M | +7.6% | +83.3% | -75.7% | +5.0% |
| 6M | +8.3% | +77.9% | -69.7% | +5.4% |
| YTD | +1.7% | +139.9% | -138.2% | -1.6% |
| 1Y | -6.8% | +121.7% | -128.5% | -9.8% |
| 3Y | +73.4% | +121.9% | -48.4% | +67.5% |
| All | +73.4% | +119.8% | -46.3% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling