+811.9%
PGR vs RRX
+228.4%
+583.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.9% | -6.1% | +11.1% | +5.7% |
| 3M | +7.6% | -23.1% | +30.7% | +10.4% |
| 6M | +8.3% | -19.5% | +27.8% | +9.3% |
| YTD | +1.7% | +16.1% | -14.3% | -4.2% |
| 1Y | -6.8% | +12.9% | -19.8% | -12.3% |
| 3Y | +73.4% | +7.9% | +65.5% | +58.2% |
| 5Y | +161.2% | +19.1% | +142.1% | +123.7% |
| All | +811.9% | +228.4% | +583.5% | +445.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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