+33.0%
ALNY vs PGR
+163.1%
-130.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.2% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | +9.3% | +5.4% | +3.9% | +8.1% |
| 3M | -11.6% | +8.9% | -20.5% | -12.9% |
| 6M | -20.2% | +7.8% | -28.1% | -21.4% |
| YTD | -37.1% | +3.3% | -40.5% | -37.6% |
| 1Y | -46.3% | -5.2% | -41.1% | -45.9% |
| 3Y | +29.5% | +73.2% | -43.8% | +14.9% |
| 5Y | +33.0% | +165.1% | -132.1% | +10.8% |
| All | +33.0% | +163.1% | -130.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling