+172.5%
PGR vs ABCL
-81.3%
+253.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | +0.1% | +0.7% | -0.6% | +0.2% |
| 30D | +2.9% | +93.1% | -90.2% | +4.0% |
| 3M | +12.1% | +79.4% | -67.3% | +13.3% |
| 6M | +3.7% | +214.9% | -211.2% | +5.4% |
| YTD | +2.4% | +234.2% | -231.9% | +4.2% |
| 1Y | -6.4% | +174.8% | -181.1% | -4.9% |
| 3Y | +76.8% | +104.5% | -27.7% | +80.7% |
| 5Y | +154.3% | -39.0% | +193.3% | +159.4% |
| All | +172.5% | -81.3% | +253.8% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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