+35.8%
LIN vs PGR
+59.8%
-24.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.2% | +1.0% | -0.7% | 0.0% |
| 30D | +6.2% | +5.7% | +0.5% | +4.8% |
| 3M | +9.3% | +13.6% | -4.3% | +6.1% |
| 6M | +4.4% | +18.8% | -14.4% | -0.1% |
| YTD | +23.7% | +10.1% | +13.6% | +20.4% |
| 1Y | +23.5% | +13.0% | +10.4% | +19.3% |
| All | +35.8% | +59.8% | -24.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling