+279.2%
RTX vs PGR
+825.1%
-545.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -11.0% | +4.9% | -15.9% | -12.7% |
| 3M | +7.7% | +7.6% | 0.0% | +3.9% |
| 6M | -3.9% | +8.3% | -12.2% | -7.8% |
| YTD | +9.0% | +1.7% | +7.2% | +6.8% |
| 1Y | +27.3% | -6.8% | +34.1% | +29.0% |
| 3Y | +172.9% | +73.4% | +99.5% | +107.3% |
| 5Y | +165.2% | +161.2% | +3.9% | +59.8% |
| All | +279.2% | +825.1% | -545.9% | +37.7% |
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 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