+5,375.6%
PGR vs IWD
+715.1%
+4,660.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | -2.7% | -1.2% | -1.5% | -1.6% |
| 30D | +0.7% | -1.6% | +2.4% | +2.2% |
| 3M | +7.7% | +7.0% | +0.7% | +1.3% |
| 6M | +4.3% | +17.0% | -12.7% | -9.7% |
| YTD | +0.7% | +21.6% | -20.9% | -15.9% |
| 1Y | -5.7% | +28.0% | -33.7% | -24.9% |
| 3Y | +73.7% | +70.6% | +3.1% | +5.6% |
| 5Y | +158.4% | +73.3% | +85.1% | +53.1% |
| 10Y | +810.5% | +200.5% | +610.0% | +210.9% |
| All | +5,375.6% | +715.1% | +4,660.6% | +558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling