+175.4%
PGR vs ROIV
+288.8%
-113.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | +16.9% | -17.5% | -0.8% |
| 30D | +4.9% | +12.9% | -7.9% | +4.8% |
| 3M | +7.6% | +37.3% | -29.7% | +7.1% |
| 6M | +8.3% | +38.0% | -29.7% | +7.6% |
| YTD | +1.7% | +88.1% | -86.4% | +0.4% |
| 1Y | -6.8% | +183.3% | -190.1% | -9.1% |
| 3Y | +73.4% | +254.6% | -181.2% | +67.5% |
| 5Y | +161.2% | +309.8% | -148.6% | +145.4% |
| All | +175.4% | +288.8% | -113.4% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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