-34.5%
RBLX vs PGR
+169.5%
-204.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +5.1% | -0.6% | +5.7% | +5.1% |
| 30D | +28.0% | +4.9% | +23.1% | +27.4% |
| 3M | +4.6% | +7.6% | -3.0% | +3.6% |
| 6M | -24.7% | +8.3% | -32.9% | -25.5% |
| YTD | -43.8% | +1.7% | -45.6% | -44.2% |
| 1Y | -65.8% | -6.8% | -58.9% | -65.6% |
| 3Y | +59.4% | +73.4% | -14.1% | +45.9% |
| 5Y | -48.2% | +161.2% | -209.4% | -49.9% |
| All | -34.5% | +169.5% | -204.1% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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