+159.5%
PGR vs ROIV
+310.6%
-151.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | -3.4% | +19.0% | -22.4% | -3.7% |
| 30D | +1.8% | +16.1% | -14.3% | +1.6% |
| 3M | +5.9% | +44.1% | -38.2% | +5.3% |
| 6M | +4.6% | +37.8% | -33.3% | +4.0% |
| YTD | +1.1% | +88.7% | -87.6% | -0.2% |
| 1Y | -6.6% | +197.3% | -203.9% | -8.9% |
| 3Y | +74.2% | +224.9% | -150.7% | +68.9% |
| 5Y | +159.5% | +311.0% | -151.5% | +137.3% |
| All | +159.5% | +310.6% | -151.1% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling