+73.4%
PGR vs RVTY
+17.0%
+56.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.7% |
| 7D | -0.6% | -4.5% | +3.9% | -0.7% |
| 30D | +4.9% | +5.5% | -0.5% | +5.0% |
| 3M | +7.6% | +22.5% | -14.9% | +8.2% |
| 6M | +8.3% | +38.9% | -30.6% | +8.9% |
| YTD | +1.7% | +28.7% | -27.0% | +2.2% |
| 1Y | -6.8% | +45.5% | -52.3% | -6.5% |
| 3Y | +73.4% | +16.4% | +57.1% | +81.0% |
| All | +73.4% | +17.0% | +56.4% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling