+811.9%
PGR vs RVTY
+145.6%
+666.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | -0.6% | -4.5% | +3.9% | +0.1% |
| 30D | +4.9% | +5.5% | -0.5% | +4.0% |
| 3M | +7.6% | +22.5% | -14.9% | +3.7% |
| 6M | +8.3% | +38.9% | -30.6% | +1.4% |
| YTD | +1.7% | +28.7% | -27.0% | -3.8% |
| 1Y | -6.8% | +45.5% | -52.3% | -14.4% |
| 3Y | +73.4% | +16.4% | +57.1% | +61.8% |
| 5Y | +161.2% | -32.7% | +194.0% | +179.9% |
| All | +811.9% | +145.6% | +666.2% | +524.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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