+271.1%
PGR vs ALC
+16.1%
+255.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -0.6% | -6.3% | +5.7% | +0.8% |
| 30D | +4.9% | -10.3% | +15.2% | +7.4% |
| 3M | +7.6% | -0.7% | +8.4% | +7.7% |
| 6M | +8.3% | -17.8% | +26.1% | +12.4% |
| YTD | +1.7% | -15.8% | +17.5% | +4.9% |
| 1Y | -6.8% | -16.7% | +9.9% | -3.9% |
| 3Y | +73.4% | -19.7% | +93.2% | +77.8% |
| 5Y | +161.2% | -19.8% | +181.0% | +163.6% |
| All | +271.1% | +16.1% | +255.0% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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