+171.9%
PGR vs ROIV
+295.0%
-123.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.6% | -2.1% |
| 7D | -2.6% | +20.2% | -22.7% | -2.8% |
| 30D | -0.2% | +14.1% | -14.3% | -0.4% |
| 3M | +7.4% | +45.6% | -38.2% | +6.7% |
| 6M | +2.1% | +44.1% | -42.0% | +1.5% |
| YTD | +0.5% | +91.2% | -90.7% | -0.8% |
| 1Y | -6.9% | +221.3% | -228.2% | -9.5% |
| 3Y | +73.2% | +229.2% | -156.0% | +67.6% |
| 5Y | +154.8% | +316.5% | -161.7% | +139.3% |
| All | +171.9% | +295.0% | -123.1% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling