+11,846.0%
PGR vs RY
+11,485.5%
+360.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | -2.6% | +2.7% | -5.3% | -3.8% |
| 30D | -0.2% | -1.0% | +0.8% | +0.1% |
| 3M | +7.4% | +7.6% | -0.3% | +3.1% |
| 6M | +2.1% | +29.5% | -27.3% | -10.3% |
| YTD | +0.5% | +24.2% | -23.7% | -10.3% |
| 1Y | -6.9% | +46.4% | -53.3% | -23.3% |
| 3Y | +73.2% | +159.4% | -86.2% | +6.8% |
| 5Y | +154.8% | +141.8% | +12.9% | +61.0% |
| 10Y | +786.4% | +373.9% | +412.5% | +295.3% |
| All | +11,846.0% | +11,485.5% | +360.5% | +1,437.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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