+159.5%
PGR vs UAL
+127.4%
+32.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -3.4% | -2.0% | -1.4% | -3.3% |
| 30D | +1.8% | -15.7% | +17.5% | +2.6% |
| 3M | +5.9% | +3.6% | +2.3% | +5.6% |
| 6M | +4.6% | +16.9% | -12.3% | +3.2% |
| YTD | +1.1% | -4.8% | +5.8% | +0.9% |
| 1Y | -6.6% | -0.9% | -5.6% | -7.1% |
| 3Y | +74.2% | +124.5% | -50.3% | +60.5% |
| 5Y | +159.5% | +140.2% | +19.3% | +133.5% |
| All | +159.5% | +127.4% | +32.1% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling