+59.7%
LIN vs PGR
+155.8%
-96.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.3% |
| 30D | -4.9% | +0.7% | -5.7% | -5.2% |
| 3M | -9.2% | +7.7% | -16.9% | -11.3% |
| 6M | -2.6% | +4.3% | -6.9% | -4.1% |
| YTD | +10.5% | +0.7% | +9.8% | +9.6% |
| 1Y | -0.1% | -5.7% | +5.6% | +0.8% |
| 3Y | +25.4% | +73.7% | -48.3% | +5.0% |
| 5Y | +59.7% | +158.4% | -98.7% | +14.7% |
| All | +59.7% | +155.8% | -96.1% | +14.7% |
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