+811.9%
PGR vs ALM
+2,589.2%
-1,777.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.7% |
| 7D | -0.6% | -11.8% | +11.2% | -0.5% |
| 30D | +4.9% | +7.8% | -2.9% | +4.8% |
| 3M | +7.6% | -9.3% | +16.9% | +7.7% |
| 6M | +8.3% | -30.5% | +38.7% | +8.4% |
| YTD | +1.7% | +75.8% | -74.1% | +0.6% |
| 1Y | -6.8% | +241.2% | -248.0% | -8.8% |
| 3Y | +73.4% | +1,872.6% | -1,799.2% | +64.5% |
| 5Y | +161.2% | +849.6% | -688.4% | +148.4% |
| All | +811.9% | +2,589.2% | -1,777.3% | +799.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling