+811.9%
PGR vs ALK
-35.7%
+847.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +0.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | +4.9% | -13.1% | +18.1% | +6.4% |
| 3M | +7.6% | -11.8% | +19.4% | +8.7% |
| 6M | +8.3% | -0.4% | +8.6% | +7.1% |
| YTD | +1.7% | -18.2% | +19.9% | +2.6% |
| 1Y | -6.8% | -35.5% | +28.7% | -3.5% |
| 3Y | +73.4% | +1.8% | +71.6% | +64.6% |
| 5Y | +161.2% | -26.6% | +187.8% | +156.0% |
| All | +811.9% | -35.7% | +847.6% | +742.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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