+73.4%
PGR vs ROK
+51.1%
+22.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +4.9% | -4.8% | +9.7% | +4.8% |
| 3M | +7.6% | -6.1% | +13.7% | +7.4% |
| 6M | +8.3% | +15.5% | -7.2% | +8.0% |
| YTD | +1.7% | +11.2% | -9.4% | +1.4% |
| 1Y | -6.8% | +23.8% | -30.7% | -7.3% |
| 3Y | +73.4% | +53.1% | +20.3% | +69.1% |
| All | +73.4% | +51.1% | +22.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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