+72.3%
PGR vs ALB
-31.4%
+103.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.2% |
| 7D | -3.4% | -7.6% | +4.2% | -3.6% |
| 30D | +1.8% | -5.6% | +7.4% | +1.7% |
| 3M | +5.9% | -16.8% | +22.8% | +5.5% |
| 6M | +4.6% | -26.3% | +30.9% | +4.0% |
| YTD | +1.1% | -13.2% | +14.3% | +0.9% |
| 1Y | -6.6% | +68.8% | -75.4% | -5.6% |
| All | +72.3% | -31.4% | +103.7% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling