+811.9%
PGR vs ALLY
+189.7%
+622.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | -3.8% | +3.2% | 0.0% |
| 30D | +4.9% | -4.9% | +9.9% | +5.8% |
| 3M | +7.6% | -2.6% | +10.2% | +7.9% |
| 6M | +8.3% | +15.7% | -7.5% | +5.1% |
| YTD | +1.7% | -5.2% | +6.9% | +2.0% |
| 1Y | -6.8% | +2.8% | -9.7% | -8.1% |
| 3Y | +73.4% | +63.4% | +10.0% | +52.9% |
| 5Y | +161.2% | -2.6% | +163.8% | +148.9% |
| All | +811.9% | +189.7% | +622.2% | +570.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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