+811.9%
PGR vs UAL
+112.5%
+699.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | +0.4% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +4.9% | -12.2% | +17.2% | +6.0% |
| 3M | +7.6% | -2.5% | +10.1% | +7.6% |
| 6M | +8.3% | +21.1% | -12.9% | +5.9% |
| YTD | +1.7% | -1.8% | +3.5% | +1.0% |
| 1Y | -6.8% | +0.4% | -7.3% | -7.9% |
| 3Y | +73.4% | +130.3% | -56.8% | +54.9% |
| 5Y | +161.2% | +147.7% | +13.5% | +126.7% |
| All | +811.9% | +112.5% | +699.4% | +706.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling