+236.1%
ALNY vs PGR
+825.1%
-589.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +11.0% | +4.9% | +6.1% | +9.3% |
| 3M | -14.1% | +7.6% | -21.7% | -16.0% |
| 6M | -22.4% | +8.3% | -30.6% | -24.5% |
| YTD | -37.5% | +1.7% | -39.2% | -38.1% |
| 1Y | -46.9% | -6.8% | -40.1% | -46.1% |
| 3Y | +22.1% | +73.4% | -51.4% | -2.1% |
| 5Y | +31.2% | +161.2% | -130.0% | -13.8% |
| All | +236.1% | +825.1% | -589.0% | -30.2% |
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