+158.8%
PGR vs ROL
-5.1%
+163.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.6% | -3.2% | +2.5% | +0.2% |
| 30D | +4.9% | -4.9% | +9.8% | +6.4% |
| 3M | +7.6% | -25.8% | +33.5% | +16.3% |
| 6M | +8.3% | -37.6% | +45.8% | +22.3% |
| YTD | +1.7% | -41.5% | +43.2% | +16.7% |
| 1Y | -6.8% | -39.5% | +32.6% | +5.7% |
| 3Y | +73.4% | +0.1% | +73.3% | +73.3% |
| All | +158.8% | -5.1% | +163.9% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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