-27.0%
RKT vs PGR
+180.3%
-207.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -7.2% | -3.4% | -3.8% | -6.7% |
| 30D | -7.9% | +1.8% | -9.7% | -8.2% |
| 3M | +5.2% | +5.9% | -0.7% | +3.8% |
| 6M | -14.9% | +4.6% | -19.5% | -16.0% |
| YTD | -31.9% | +1.1% | -32.9% | -32.4% |
| 1Y | -36.9% | -6.6% | -30.3% | -36.4% |
| 3Y | +35.7% | +74.2% | -38.5% | +12.2% |
| 5Y | -9.7% | +159.5% | -169.2% | -39.6% |
| All | -27.0% | +180.3% | -207.3% | -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 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