+10,292.1%
LIN vs PGR
+29,297.4%
-19,005.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -2.4% | +4.9% | -7.4% | -4.1% |
| 3M | -9.3% | +7.6% | -16.9% | -11.9% |
| 6M | -2.6% | +8.3% | -10.8% | -5.8% |
| YTD | +10.4% | +1.7% | +8.7% | +8.7% |
| 1Y | -2.3% | -6.8% | +4.6% | -1.0% |
| 3Y | +24.4% | +73.4% | -49.0% | 0.0% |
| 5Y | +60.7% | +161.2% | -100.5% | +9.7% |
| 10Y | +368.5% | +819.5% | -451.0% | +105.4% |
| All | +10,292.1% | +29,297.4% | -19,005.2% | +1,675.3% |
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