-73.6%
RGTI vs PGR
+18.4%
-92.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.7% | -11.4% | -12.6% |
| 7D | -18.3% | +1.3% | -19.6% | -17.6% |
| 30D | -35.1% | +10.0% | -45.0% | -31.0% |
| 3M | -41.3% | +9.6% | -50.9% | -37.4% |
| 6M | -46.1% | +18.0% | -64.1% | -39.5% |
| YTD | -55.5% | +9.0% | -64.5% | -50.3% |
| 1Y | -73.6% | +18.8% | -92.4% | -63.6% |
| All | -73.6% | +18.4% | -92.0% | -63.6% |
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