+1,178.9%
PGR vs ALM
+8,043.4%
-6,864.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.3% |
| 7D | -2.7% | +3.6% | -6.3% | -2.7% |
| 30D | +0.7% | +33.8% | -33.1% | +0.6% |
| 3M | +7.7% | +14.8% | -7.0% | +7.7% |
| 6M | +4.3% | -7.0% | +11.3% | +4.3% |
| YTD | +0.7% | +108.1% | -107.3% | +0.4% |
| 1Y | -5.7% | +313.8% | -319.4% | -6.2% |
| 3Y | +73.7% | +2,227.6% | -2,154.0% | +71.5% |
| 5Y | +158.4% | +956.6% | -798.2% | +155.5% |
| 10Y | +810.5% | +3,082.3% | -2,271.8% | +795.1% |
| All | +1,178.9% | +8,043.4% | -6,864.5% | +1,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling