+811.9%
PGR vs ARWR
+1,081.9%
-270.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -4.0% | +3.4% | -0.5% |
| 30D | +4.9% | -5.0% | +10.0% | +5.1% |
| 3M | +7.6% | +11.3% | -3.7% | +7.1% |
| 6M | +8.3% | +42.6% | -34.3% | +6.6% |
| YTD | +1.7% | +24.8% | -23.1% | +0.5% |
| 1Y | -6.8% | +178.8% | -185.6% | -11.1% |
| 3Y | +73.4% | +183.3% | -109.9% | +62.0% |
| 5Y | +161.2% | +29.5% | +131.7% | +148.6% |
| All | +811.9% | +1,081.9% | -270.0% | +692.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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