+33,625.3%
PGR vs ROP
+24,458.1%
+9,167.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -2.7% | -6.1% | +3.5% | -1.1% |
| 30D | +0.7% | -3.4% | +4.1% | +1.6% |
| 3M | +7.7% | +16.7% | -9.0% | +3.6% |
| 6M | +4.3% | +8.1% | -3.8% | +2.1% |
| YTD | +0.7% | -11.7% | +12.4% | +3.2% |
| 1Y | -5.7% | -24.2% | +18.6% | +0.2% |
| 3Y | +73.7% | -19.0% | +92.6% | +80.8% |
| 5Y | +158.4% | -15.9% | +174.3% | +165.2% |
| 10Y | +810.5% | +135.7% | +674.8% | +631.6% |
| All | +33,625.3% | +24,458.1% | +9,167.2% | +16,490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling