+828.6%
PGR vs SW
+182.3%
+646.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.5% | -2.6% | +2.0% | -0.4% |
| 30D | +6.0% | +7.2% | -1.2% | +5.7% |
| 3M | +10.0% | -10.5% | +20.5% | +10.5% |
| 6M | +18.7% | +9.9% | +8.8% | +18.1% |
| YTD | +9.2% | +17.2% | -8.0% | +8.2% |
| 1Y | +13.1% | +26.5% | -13.4% | +11.7% |
| 3Y | +59.2% | +47.7% | +11.6% | +55.6% |
| 5Y | +172.1% | +0.2% | +171.9% | +167.1% |
| 10Y | +828.6% | +182.3% | +646.3% | +728.5% |
| All | +828.6% | +182.3% | +646.3% | +728.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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