+158.8%
PGR vs BWA
+87.2%
+71.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | +4.9% | -2.9% | +7.9% | +5.0% |
| 3M | +7.6% | -10.7% | +18.4% | +8.2% |
| 6M | +8.3% | +26.5% | -18.2% | +6.2% |
| YTD | +1.7% | +49.1% | -47.4% | -1.6% |
| 1Y | -6.8% | +52.1% | -58.9% | -10.1% |
| 3Y | +73.4% | +72.6% | +0.9% | +65.4% |
| All | +158.8% | +87.2% | +71.6% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling