+1,082.7%
PGR vs RNG
+301.7%
+781.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -6.1% | +5.5% | -0.2% |
| 30D | +4.9% | +9.6% | -4.7% | +4.2% |
| 3M | +7.6% | +83.3% | -75.7% | +2.9% |
| 6M | +8.3% | +77.9% | -69.7% | +3.3% |
| YTD | +1.7% | +139.9% | -138.2% | -5.3% |
| 1Y | -6.8% | +121.7% | -128.5% | -13.0% |
| 3Y | +73.4% | +121.9% | -48.4% | +58.9% |
| 5Y | +161.2% | -68.4% | +229.6% | +173.1% |
| 10Y | +819.5% | +220.0% | +599.4% | +659.3% |
| All | +1,082.7% | +301.7% | +781.1% | +864.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling