+1,103.3%
RSP vs PGR
+2,349.1%
-1,245.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -1.8% | -2.7% | +0.8% | -0.6% |
| 30D | -2.5% | +0.7% | -3.3% | -3.0% |
| 3M | +3.0% | +7.7% | -4.7% | -1.4% |
| 6M | +8.9% | +4.3% | +4.6% | +5.3% |
| YTD | +13.0% | +0.7% | +12.2% | +10.6% |
| 1Y | +16.2% | -5.7% | +21.9% | +16.8% |
| 3Y | +52.7% | +73.7% | -21.0% | +10.6% |
| 5Y | +50.5% | +158.4% | -107.9% | -14.4% |
| 10Y | +209.8% | +810.5% | -600.7% | -14.0% |
| All | +1,103.3% | +2,349.1% | -1,245.8% | +79.7% |
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