+12,952.3%
PGR vs ARWR
-97.2%
+13,049.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | -2.7% | -3.2% | +0.6% | -2.6% |
| 30D | +0.7% | -6.5% | +7.2% | +0.8% |
| 3M | +7.7% | +12.7% | -5.0% | +7.7% |
| 6M | +4.3% | +36.2% | -31.9% | +4.1% |
| YTD | +0.7% | +24.5% | -23.7% | +0.6% |
| 1Y | -5.7% | +198.0% | -203.6% | -6.2% |
| 3Y | +73.7% | +176.4% | -102.7% | +72.5% |
| 5Y | +158.4% | +26.6% | +131.8% | +157.0% |
| 10Y | +810.5% | +1,054.1% | -243.5% | +793.6% |
| All | +12,952.3% | -97.2% | +13,049.5% | +11,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling