+811.9%
PGR vs ROP
+135.6%
+676.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -4.6% | +4.0% | +1.4% |
| 30D | +4.9% | -1.7% | +6.6% | +5.7% |
| 3M | +7.6% | +17.1% | -9.4% | +0.6% |
| 6M | +8.3% | +10.9% | -2.6% | +3.2% |
| YTD | +1.7% | -12.1% | +13.8% | +6.4% |
| 1Y | -6.8% | -24.2% | +17.4% | +3.9% |
| 3Y | +73.4% | -20.4% | +93.8% | +87.2% |
| 5Y | +161.2% | -15.4% | +176.6% | +170.0% |
| All | +811.9% | +135.6% | +676.3% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling