+25.0%
ALAB vs PGR
-6.1%
+31.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +3.2% |
| 7D | -6.2% | -0.6% | -5.6% | -7.1% |
| 30D | -8.7% | +4.9% | -13.6% | -2.1% |
| 3M | -20.7% | +7.6% | -28.4% | -7.9% |
| 6M | +133.5% | +8.3% | +125.3% | +176.7% |
| YTD | +75.1% | +1.7% | +73.3% | +99.5% |
| 1Y | +25.0% | -6.8% | +31.9% | +18.5% |
| All | +25.0% | -6.1% | +31.1% | +18.5% |
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