+159.5%
PGR vs ALLY
-2.7%
+162.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -3.4% | -3.3% | -0.2% | -3.1% |
| 30D | +1.8% | -4.1% | +5.9% | +2.2% |
| 3M | +5.9% | +1.4% | +4.5% | +5.6% |
| 6M | +4.6% | +14.4% | -9.8% | +2.7% |
| YTD | +1.1% | -4.9% | +6.0% | +1.2% |
| 1Y | -6.6% | +5.5% | -12.1% | -7.7% |
| 3Y | +74.2% | +66.0% | +8.2% | +59.8% |
| 5Y | +159.5% | -2.4% | +161.9% | +155.8% |
| All | +159.5% | -2.7% | +162.2% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling