+41,953.0%
PGR vs RVTY
+2,237.3%
+39,715.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.8% |
| 7D | -3.4% | -7.4% | +4.0% | -2.1% |
| 30D | +1.8% | +4.5% | -2.7% | +0.9% |
| 3M | +5.9% | +19.5% | -13.6% | +2.1% |
| 6M | +4.6% | +34.1% | -29.6% | -1.9% |
| YTD | +1.1% | +25.3% | -24.2% | -4.4% |
| 1Y | -6.6% | +47.0% | -53.6% | -14.6% |
| 3Y | +74.2% | +14.1% | +60.1% | +62.6% |
| 5Y | +159.5% | -34.6% | +194.1% | +166.0% |
| 10Y | +813.4% | +136.0% | +677.5% | +612.1% |
| All | +41,953.0% | +2,237.3% | +39,715.7% | +20,802.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling