+1,503.5%
PGR vs UAL
+232.4%
+1,271.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.5% |
| 7D | -2.6% | +3.5% | -6.0% | -3.0% |
| 30D | -0.2% | -16.5% | +16.3% | +2.0% |
| 3M | +7.4% | +2.8% | +4.6% | +6.5% |
| 6M | +2.1% | +17.6% | -15.4% | -1.1% |
| YTD | +0.5% | -3.2% | +3.7% | -0.6% |
| 1Y | -6.9% | +0.4% | -7.4% | -8.7% |
| 3Y | +73.2% | +128.2% | -55.0% | +46.7% |
| 5Y | +154.8% | +137.7% | +17.0% | +108.3% |
| 10Y | +786.4% | +99.1% | +687.3% | +574.1% |
| All | +1,503.5% | +232.4% | +1,271.0% | +723.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling