+811.9%
PGR vs IWD
+203.8%
+608.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.1% |
| 30D | +4.9% | -0.8% | +5.8% | +5.6% |
| 3M | +7.6% | +6.9% | +0.7% | +2.8% |
| 6M | +8.3% | +18.3% | -10.0% | -3.9% |
| YTD | +1.7% | +22.4% | -20.6% | -11.9% |
| 1Y | -6.8% | +27.4% | -34.3% | -21.8% |
| 3Y | +73.4% | +71.2% | +2.3% | +17.1% |
| 5Y | +161.2% | +75.7% | +85.5% | +71.8% |
| All | +811.9% | +203.8% | +608.1% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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