+19.3%
PGR vs ALM
+44.8%
-25.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.5% |
| 7D | +4.1% | -6.4% | +10.4% | +3.8% |
| 30D | +10.4% | -35.0% | +45.4% | +9.1% |
| 3M | +11.4% | -33.8% | +45.2% | +10.3% |
| 6M | +17.9% | -55.0% | +72.9% | +16.0% |
| YTD | +9.8% | -0.2% | +10.0% | +8.4% |
| 1Y | +19.3% | +41.8% | -22.5% | +17.0% |
| All | +19.3% | +44.8% | -25.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling