+3,452.6%
ALNY vs PGR
+1,855.8%
+1,596.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | +11.0% | +4.9% | +6.1% | +8.5% |
| 3M | -14.1% | +7.6% | -21.7% | -17.0% |
| 6M | -22.4% | +8.3% | -30.6% | -25.7% |
| YTD | -37.5% | +1.7% | -39.2% | -38.6% |
| 1Y | -46.9% | -6.8% | -40.1% | -46.0% |
| 3Y | +22.1% | +73.4% | -51.4% | -10.9% |
| 5Y | +31.2% | +161.2% | -130.0% | -25.7% |
| 10Y | +256.3% | +819.5% | -563.2% | -5.8% |
| All | +3,452.6% | +1,855.8% | +1,596.8% | +457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling