+42,231.2%
PGR vs GWW
+14,002.4%
+28,228.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.6% | -3.4% | +2.8% | +0.5% |
| 30D | +4.9% | -1.9% | +6.8% | +5.6% |
| 3M | +7.6% | -2.4% | +10.0% | +8.1% |
| 6M | +8.3% | +15.7% | -7.5% | +2.6% |
| YTD | +1.7% | +27.6% | -25.9% | -7.0% |
| 1Y | -6.8% | +27.2% | -34.0% | -14.9% |
| 3Y | +73.4% | +89.7% | -16.2% | +36.7% |
| 5Y | +161.2% | +223.9% | -62.7% | +69.7% |
| 10Y | +819.5% | +567.1% | +252.4% | +339.6% |
| All | +42,231.2% | +14,002.4% | +28,228.8% | +8,474.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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