+811.9%
PGR vs BWA
+156.8%
+655.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | +4.9% | -2.9% | +7.9% | +5.2% |
| 3M | +7.6% | -10.7% | +18.4% | +8.8% |
| 6M | +8.3% | +26.5% | -18.2% | +4.2% |
| YTD | +1.7% | +49.1% | -47.4% | -4.7% |
| 1Y | -6.8% | +52.1% | -58.9% | -13.1% |
| 3Y | +73.4% | +72.6% | +0.9% | +56.9% |
| 5Y | +161.2% | +89.4% | +71.8% | +127.7% |
| All | +811.9% | +156.8% | +655.1% | +624.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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