+158.8%
PGR vs ROK
+47.1%
+111.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +4.9% | -4.8% | +9.7% | +5.3% |
| 3M | +7.6% | -6.1% | +13.7% | +7.9% |
| 6M | +8.3% | +15.5% | -7.2% | +6.2% |
| YTD | +1.7% | +11.2% | -9.4% | 0.0% |
| 1Y | -6.8% | +23.8% | -30.7% | -9.7% |
| 3Y | +73.4% | +53.1% | +20.3% | +61.1% |
| All | +158.8% | +47.1% | +111.7% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling