+11,626.0%
LIN vs PGR
+31,765.9%
-20,139.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.1% | +3.5% | -1.4% | +0.9% |
| 30D | +6.8% | +10.5% | -3.7% | +3.2% |
| 3M | +10.4% | +12.9% | -2.6% | +5.6% |
| 6M | +3.2% | +20.4% | -17.3% | -3.9% |
| YTD | +24.6% | +10.3% | +14.3% | +19.1% |
| 1Y | +24.4% | +12.5% | +11.9% | +18.1% |
| 3Y | +36.7% | +59.3% | -22.5% | +13.3% |
| 5Y | +67.0% | +173.9% | -106.9% | +12.0% |
| 10Y | +426.7% | +837.6% | -410.9% | +129.0% |
| All | +11,626.0% | +31,765.9% | -20,139.9% | +1,845.0% |
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