-52.2%
RDDT vs PGR
+18.4%
-70.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -8.0% |
| 7D | -27.6% | +1.3% | -28.9% | -27.5% |
| 30D | -37.0% | +10.0% | -47.0% | -36.2% |
| 3M | -39.6% | +9.6% | -49.2% | -38.7% |
| 6M | -45.3% | +18.0% | -63.3% | -41.1% |
| YTD | -59.2% | +9.0% | -68.2% | -57.9% |
| 1Y | -52.2% | +18.8% | -71.0% | -50.8% |
| All | -52.2% | +18.4% | -70.6% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling