+3,242.5%
PGR vs RSG
+2,015.5%
+1,226.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +4.9% | +4.0% | +1.0% | +3.6% |
| 3M | +7.6% | +7.4% | +0.3% | +5.2% |
| 6M | +8.3% | +0.1% | +8.1% | +8.2% |
| YTD | +1.7% | +6.0% | -4.3% | -0.3% |
| 1Y | -6.8% | -3.0% | -3.9% | -6.0% |
| 3Y | +73.4% | +56.5% | +17.0% | +49.3% |
| 5Y | +161.2% | +90.9% | +70.3% | +109.7% |
| 10Y | +819.5% | +428.7% | +390.8% | +440.6% |
| All | +3,242.5% | +2,015.5% | +1,226.9% | +1,234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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