-6.8%
PGR vs ALHC
-19.9%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | -0.6% | -6.9% | +6.3% | -0.6% |
| 30D | +4.9% | -6.7% | +11.7% | +5.0% |
| 3M | +7.6% | -37.7% | +45.3% | +7.9% |
| 6M | +8.3% | -30.0% | +38.2% | +8.9% |
| YTD | +1.7% | -36.2% | +37.9% | +1.7% |
| 1Y | -6.8% | -22.9% | +16.0% | -6.8% |
| All | -6.8% | -19.9% | +13.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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