+158.8%
PGR vs ALHC
-32.8%
+191.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | -0.6% | -6.9% | +6.3% | -0.2% |
| 30D | +4.9% | -6.7% | +11.7% | +5.3% |
| 3M | +7.6% | -37.7% | +45.3% | +10.0% |
| 6M | +8.3% | -30.0% | +38.2% | +9.4% |
| YTD | +1.7% | -36.2% | +37.9% | +3.2% |
| 1Y | -6.8% | -22.9% | +16.0% | -6.7% |
| 3Y | +73.4% | +138.4% | -64.9% | +58.6% |
| All | +158.8% | -32.8% | +191.6% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling