+159.5%
PGR vs ALK
-31.3%
+190.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -3.4% | -3.1% | -0.3% | -3.3% |
| 30D | +1.8% | -17.1% | +18.9% | +2.7% |
| 3M | +5.9% | -3.8% | +9.7% | +5.9% |
| 6M | +4.6% | -5.3% | +9.8% | +4.3% |
| YTD | +1.1% | -20.3% | +21.3% | +1.8% |
| 1Y | -6.6% | -36.0% | +29.4% | -4.4% |
| 3Y | +74.2% | +0.8% | +73.5% | +68.4% |
| 5Y | +159.5% | -28.5% | +188.0% | +156.3% |
| All | +159.5% | -31.3% | +190.8% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling