+219.1%
RCL vs PGR
+159.7%
+59.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -15.5% | +4.9% | -20.5% | -16.6% |
| 3M | -9.7% | +7.6% | -17.3% | -11.9% |
| 6M | -8.7% | +8.3% | -17.0% | -11.6% |
| YTD | -5.8% | +1.7% | -7.5% | -7.2% |
| 1Y | -24.5% | -6.8% | -17.6% | -23.5% |
| 3Y | +173.9% | +73.4% | +100.5% | +116.1% |
| All | +219.1% | +159.7% | +59.3% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling