+62.3%
IWM vs PGR
+75.0%
-12.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -4.6% | +4.9% | -9.5% | -4.6% |
| 3M | -0.3% | +7.6% | -7.9% | -0.6% |
| 6M | +14.7% | +8.3% | +6.5% | +14.4% |
| YTD | +17.8% | +1.7% | +16.1% | +17.9% |
| 1Y | +21.2% | -6.8% | +28.1% | +22.3% |
| 3Y | +62.3% | +73.4% | -11.1% | +75.7% |
| All | +62.3% | +75.0% | -12.6% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling