+41,818.8%
PGR vs ROL
+8,694.2%
+33,124.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -2.7% | -3.3% | +0.6% | -1.6% |
| 30D | +0.7% | -7.2% | +7.9% | +3.1% |
| 3M | +7.7% | -27.0% | +34.7% | +18.7% |
| 6M | +4.3% | -39.5% | +43.8% | +21.8% |
| YTD | +0.7% | -41.8% | +42.5% | +18.7% |
| 1Y | -5.7% | -38.9% | +33.2% | +9.2% |
| 3Y | +73.7% | -0.4% | +74.0% | +70.3% |
| 5Y | +158.4% | -4.2% | +162.6% | +151.7% |
| 10Y | +810.5% | +208.2% | +602.3% | +498.9% |
| All | +41,818.8% | +8,694.2% | +33,124.6% | +10,679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling