+267.5%
PGR vs ALC
+20.4%
+247.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.7% | -5.3% | +2.6% | -1.5% |
| 30D | +0.7% | -7.1% | +7.8% | +2.3% |
| 3M | +7.7% | +0.8% | +6.9% | +7.4% |
| 6M | +4.3% | -16.0% | +20.3% | +7.8% |
| YTD | +0.7% | -12.7% | +13.5% | +3.1% |
| 1Y | -5.7% | -12.8% | +7.2% | -3.6% |
| 3Y | +73.7% | -15.8% | +89.5% | +76.1% |
| 5Y | +158.4% | -16.7% | +175.1% | +158.5% |
| All | +267.5% | +20.4% | +247.2% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling