+205.8%
RSP vs PGR
+825.1%
-619.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -2.8% | +4.9% | -7.8% | -4.4% |
| 3M | +2.8% | +7.6% | -4.8% | -0.3% |
| 6M | +10.2% | +8.3% | +1.9% | +6.3% |
| YTD | +13.1% | +1.7% | +11.4% | +11.2% |
| 1Y | +14.8% | -6.8% | +21.6% | +16.1% |
| 3Y | +52.6% | +73.4% | -20.8% | +19.2% |
| 5Y | +51.6% | +161.2% | -109.6% | -4.3% |
| All | +205.8% | +825.1% | -619.3% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling