+1,178.3%
PGR vs ALLY
+117.4%
+1,060.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | -2.6% | +1.0% | -3.6% | -2.7% |
| 30D | -0.2% | -3.3% | +3.1% | +0.3% |
| 3M | +7.4% | +0.5% | +6.9% | +7.0% |
| 6M | +2.1% | +12.6% | -10.5% | -0.5% |
| YTD | +0.5% | -4.7% | +5.1% | +0.6% |
| 1Y | -6.9% | +5.2% | -12.2% | -8.6% |
| 3Y | +73.2% | +66.5% | +6.7% | +51.6% |
| 5Y | +154.8% | +0.2% | +154.5% | +140.4% |
| 10Y | +786.4% | +180.8% | +605.6% | +531.9% |
| All | +1,178.3% | +117.4% | +1,060.9% | +828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling