+782.8%
IWM vs PGR
+5,445.6%
-4,662.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.1% |
| 30D | -4.4% | +1.8% | -6.2% | -5.4% |
| 3M | +2.2% | +5.9% | -3.7% | -1.4% |
| 6M | +14.0% | +4.6% | +9.5% | +10.0% |
| YTD | +17.4% | +1.1% | +16.3% | +14.4% |
| 1Y | +22.9% | -6.6% | +29.5% | +23.5% |
| 3Y | +62.1% | +74.2% | -12.2% | +18.1% |
| 5Y | +38.2% | +159.5% | -121.4% | -19.7% |
| 10Y | +169.0% | +813.4% | -644.5% | -19.2% |
| All | +782.8% | +5,445.6% | -4,662.8% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling