+5,429.5%
PGR vs IWF
+719.4%
+4,710.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | +4.9% | -1.7% | +6.7% | +6.0% |
| 3M | +7.6% | +0.7% | +7.0% | +6.2% |
| 6M | +8.3% | +8.6% | -0.3% | +0.8% |
| YTD | +1.7% | +3.5% | -1.8% | -2.5% |
| 1Y | -6.8% | +7.0% | -13.9% | -13.3% |
| 3Y | +73.4% | +76.3% | -2.9% | +9.5% |
| 5Y | +161.2% | +74.8% | +86.5% | +58.7% |
| 10Y | +819.5% | +420.5% | +399.0% | +124.5% |
| All | +5,429.5% | +719.4% | +4,710.1% | +633.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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