+14,884.2%
PGR vs ALB
+2,826.7%
+12,057.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | -2.7% | -8.6% | +5.9% | -1.1% |
| 30D | +0.7% | -4.0% | +4.8% | +1.3% |
| 3M | +7.7% | -17.4% | +25.1% | +10.9% |
| 6M | +4.3% | -25.4% | +29.7% | +8.4% |
| YTD | +0.7% | -10.5% | +11.3% | 0.0% |
| 1Y | -5.7% | +75.8% | -81.5% | -19.5% |
| 3Y | +73.7% | -28.5% | +102.2% | +65.5% |
| 5Y | +158.4% | -45.1% | +203.5% | +147.1% |
| 10Y | +810.5% | +87.3% | +723.2% | +461.5% |
| All | +14,884.2% | +2,826.7% | +12,057.6% | +4,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling