-6.8%
PGR vs ALB
+66.4%
-73.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.5% |
| 7D | -0.6% | -6.6% | +6.0% | -1.0% |
| 30D | +4.9% | -8.1% | +13.1% | +4.5% |
| 3M | +7.6% | -25.7% | +33.3% | +6.0% |
| 6M | +8.3% | -29.5% | +37.7% | +6.9% |
| YTD | +1.7% | -16.2% | +17.9% | +1.8% |
| 1Y | -6.8% | +59.2% | -66.1% | -0.7% |
| All | -6.8% | +66.4% | -73.2% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling