+431.5%
LIN vs PGR
+835.3%
-403.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.1% | +3.5% | -1.4% | +0.8% |
| 30D | +6.8% | +10.5% | -3.7% | +2.9% |
| 3M | +10.4% | +12.9% | -2.6% | +5.2% |
| 6M | +3.2% | +20.4% | -17.3% | -4.7% |
| YTD | +24.6% | +10.3% | +14.3% | +18.6% |
| 1Y | +24.4% | +12.5% | +11.9% | +17.4% |
| 3Y | +36.7% | +59.3% | -22.5% | +9.5% |
| 5Y | +67.0% | +173.9% | -106.9% | +0.8% |
| All | +431.5% | +835.3% | -403.8% | +102.2% |
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