+159.5%
PGR vs ALLE
+9.7%
+149.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.4% | -2.8% | -0.7% | -3.0% |
| 30D | +1.8% | -10.2% | +12.0% | +3.8% |
| 3M | +5.9% | +17.4% | -11.5% | +2.7% |
| 6M | +4.6% | +3.3% | +1.2% | +3.6% |
| YTD | +1.1% | -4.2% | +5.3% | +1.3% |
| 1Y | -6.6% | -10.5% | +4.0% | -5.1% |
| 3Y | +74.2% | +45.4% | +28.8% | +57.3% |
| 5Y | +159.5% | +11.9% | +147.6% | +134.7% |
| All | +159.5% | +9.7% | +149.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling