+158.8%
PGR vs BBWI
-67.2%
+226.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | +0.4% |
| 7D | -0.6% | -4.8% | +4.2% | -0.4% |
| 30D | +4.9% | +3.5% | +1.5% | +4.7% |
| 3M | +7.6% | -0.3% | +8.0% | +7.5% |
| 6M | +8.3% | -5.4% | +13.6% | +8.1% |
| YTD | +1.7% | -4.7% | +6.5% | +1.4% |
| 1Y | -6.8% | -30.5% | +23.6% | -5.8% |
| 3Y | +73.4% | -44.3% | +117.8% | +74.6% |
| All | +158.8% | -67.2% | +226.0% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling