+41,953.0%
PGR vs ROST
+68,731.7%
-26,778.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | +1.8% | -10.3% | +12.1% | +3.6% |
| 3M | +5.9% | -2.6% | +8.5% | +6.2% |
| 6M | +4.6% | +6.5% | -2.0% | +3.0% |
| YTD | +1.1% | +25.9% | -24.9% | -3.3% |
| 1Y | -6.6% | +52.3% | -58.9% | -13.5% |
| 3Y | +74.2% | +94.6% | -20.3% | +53.3% |
| 5Y | +159.5% | +111.1% | +48.4% | +121.2% |
| 10Y | +813.4% | +308.9% | +504.6% | +574.2% |
| All | +41,953.0% | +68,731.7% | -26,778.7% | +16,918.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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