+41,953.0%
PGR vs BBWI
+914.8%
+41,038.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -3.4% | -8.0% | +4.6% | -2.1% |
| 30D | +1.8% | -6.6% | +8.4% | +2.7% |
| 3M | +5.9% | -2.7% | +8.6% | +5.7% |
| 6M | +4.6% | -12.8% | +17.3% | +5.2% |
| YTD | +1.1% | -10.5% | +11.5% | +0.7% |
| 1Y | -6.6% | -35.3% | +28.8% | -2.8% |
| 3Y | +74.2% | -47.7% | +122.0% | +79.3% |
| 5Y | +159.5% | -68.9% | +228.4% | +181.9% |
| 10Y | +813.4% | -58.0% | +871.4% | +712.6% |
| All | +41,953.0% | +914.8% | +41,038.2% | +15,953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling