+11,546.4%
LIN vs PGR
+31,726.7%
-20,180.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.2% | +1.0% | -0.7% | -0.1% |
| 30D | +6.2% | +5.7% | +0.5% | +4.1% |
| 3M | +9.3% | +13.6% | -4.3% | +4.4% |
| 6M | +4.4% | +18.8% | -14.4% | -2.4% |
| YTD | +23.7% | +10.1% | +13.6% | +18.4% |
| 1Y | +23.5% | +13.0% | +10.4% | +17.0% |
| 3Y | +35.8% | +60.6% | -24.8% | +12.2% |
| 5Y | +65.9% | +173.5% | -107.7% | +11.3% |
| 10Y | +423.1% | +836.4% | -413.3% | +127.5% |
| All | +11,546.4% | +31,726.7% | -20,180.3% | +1,832.6% |
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