+811.9%
PGR vs ALB
+78.3%
+733.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.9% |
| 7D | -0.6% | -6.6% | +6.0% | -0.1% |
| 30D | +4.9% | -8.1% | +13.1% | +5.5% |
| 3M | +7.6% | -25.7% | +33.3% | +9.8% |
| 6M | +8.3% | -29.5% | +37.7% | +10.4% |
| YTD | +1.7% | -16.2% | +17.9% | +1.8% |
| 1Y | -6.8% | +59.2% | -66.1% | -12.4% |
| 3Y | +73.4% | -33.7% | +107.2% | +74.1% |
| 5Y | +161.2% | -48.1% | +209.3% | +163.1% |
| All | +811.9% | +78.3% | +733.6% | +584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling