+13,323.7%
PGR vs BWA
+3,394.0%
+9,929.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | +1.8% | -5.5% | +7.3% | +3.0% |
| 3M | +5.9% | -7.6% | +13.5% | +7.2% |
| 6M | +4.6% | +25.0% | -20.4% | -2.7% |
| YTD | +1.1% | +47.0% | -45.9% | -10.6% |
| 1Y | -6.6% | +54.0% | -60.6% | -18.6% |
| 3Y | +74.2% | +70.7% | +3.5% | +43.4% |
| 5Y | +159.5% | +86.7% | +72.8% | +102.3% |
| 10Y | +813.4% | +154.0% | +659.5% | +500.8% |
| All | +13,323.7% | +3,394.0% | +9,929.7% | +3,771.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling