-62.0%
ALNY vs PGR
+21.4%
-83.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.5% |
| 7D | -30.7% | +4.1% | -34.7% | -31.0% |
| 30D | -26.7% | +10.4% | -37.2% | -28.0% |
| 3M | -26.4% | +11.4% | -37.9% | -28.0% |
| 6M | -45.9% | +17.9% | -63.8% | -46.0% |
| YTD | -59.5% | +9.8% | -69.3% | -59.7% |
| 1Y | -62.0% | +19.3% | -81.2% | -61.9% |
| All | -62.0% | +21.4% | -83.3% | -61.9% |
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