+811.9%
PGR vs ALLE
+158.4%
+653.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -0.6% | -2.4% | +1.8% | 0.0% |
| 30D | +4.9% | -7.7% | +12.6% | +7.2% |
| 3M | +7.6% | +15.2% | -7.5% | +3.2% |
| 6M | +8.3% | +5.4% | +2.8% | +6.0% |
| YTD | +1.7% | -2.9% | +4.7% | +1.6% |
| 1Y | -6.8% | -12.8% | +5.9% | -4.1% |
| 3Y | +73.4% | +47.2% | +26.3% | +49.3% |
| 5Y | +161.2% | +13.5% | +147.7% | +140.2% |
| All | +811.9% | +158.4% | +653.5% | +533.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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