+18.8%
PGR vs UAL
+19.7%
-0.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.9% |
| 7D | +1.3% | +5.0% | -3.7% | +1.6% |
| 30D | +10.0% | -1.2% | +11.2% | +9.8% |
| 3M | +9.6% | -16.8% | +26.4% | +8.4% |
| 6M | +18.0% | +18.0% | 0.0% | +19.6% |
| YTD | +9.0% | -1.2% | +10.2% | +10.8% |
| 1Y | +18.8% | +14.3% | +4.5% | +20.9% |
| All | +18.8% | +19.7% | -0.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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