+24.4%
LIN vs PGR
+13.0%
+11.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.1% | +3.5% | -1.4% | +1.5% |
| 30D | +6.8% | +10.5% | -3.7% | +5.1% |
| 3M | +10.4% | +12.9% | -2.6% | +8.2% |
| 6M | +3.2% | +20.4% | -17.3% | +0.5% |
| YTD | +24.6% | +10.3% | +14.3% | +22.7% |
| 1Y | +24.4% | +12.5% | +11.9% | +20.2% |
| All | +24.4% | +13.0% | +11.4% | +20.2% |
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 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