+1,070.5%
PGR vs ALLE
+258.4%
+812.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -2.6% | +2.8% | -5.3% | -3.3% |
| 30D | -0.2% | -7.6% | +7.4% | +2.0% |
| 3M | +7.4% | +22.8% | -15.4% | +0.9% |
| 6M | +2.1% | +4.6% | -2.5% | +0.2% |
| YTD | +0.5% | -1.2% | +1.7% | -0.2% |
| 1Y | -6.9% | -9.1% | +2.2% | -5.3% |
| 3Y | +73.2% | +50.0% | +23.2% | +47.9% |
| 5Y | +154.8% | +15.2% | +139.5% | +132.6% |
| 10Y | +786.4% | +151.1% | +635.3% | +499.3% |
| All | +1,070.5% | +258.4% | +812.1% | +608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling