+42,231.2%
PGR vs ALK
+820.2%
+41,411.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +0.2% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | +4.9% | -13.1% | +18.1% | +7.6% |
| 3M | +7.6% | -11.8% | +19.4% | +9.5% |
| 6M | +8.3% | -0.4% | +8.6% | +6.2% |
| YTD | +1.7% | -18.2% | +19.9% | +2.9% |
| 1Y | -6.8% | -35.5% | +28.7% | -1.8% |
| 3Y | +73.4% | +1.8% | +71.6% | +59.9% |
| 5Y | +161.2% | -26.6% | +187.8% | +151.2% |
| 10Y | +819.5% | -36.1% | +855.6% | +728.6% |
| All | +42,231.2% | +820.2% | +41,411.0% | +15,073.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling