+166.4%
IWM vs PGR
+825.1%
-658.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -4.6% | +4.9% | -9.5% | -6.1% |
| 3M | -0.3% | +7.6% | -7.9% | -3.2% |
| 6M | +14.7% | +8.3% | +6.5% | +10.7% |
| YTD | +17.8% | +1.7% | +16.1% | +15.7% |
| 1Y | +21.2% | -6.8% | +28.1% | +22.3% |
| 3Y | +62.3% | +73.4% | -11.1% | +26.1% |
| 5Y | +38.7% | +161.2% | -122.5% | -13.0% |
| All | +166.4% | +825.1% | -658.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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