+42,231.2%
PGR vs RRC
+1,178.9%
+41,052.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -0.6% | -1.8% | +1.2% | -0.5% |
| 30D | +4.9% | +2.7% | +2.3% | +4.7% |
| 3M | +7.6% | +8.8% | -1.2% | +6.9% |
| 6M | +8.3% | -1.2% | +9.4% | +8.2% |
| YTD | +1.7% | +17.6% | -15.8% | +0.3% |
| 1Y | -6.8% | +18.4% | -25.3% | -8.4% |
| 3Y | +73.4% | +33.1% | +40.4% | +67.6% |
| 5Y | +161.2% | +148.2% | +13.0% | +136.2% |
| 10Y | +819.5% | +4.3% | +815.2% | +720.1% |
| All | +42,231.2% | +1,178.9% | +41,052.3% | +31,021.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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