+794.2%
PGR vs SW
+147.8%
+646.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +0.1% | -5.1% | +5.2% | +0.3% |
| 30D | +2.9% | -4.6% | +7.5% | +3.1% |
| 3M | +12.1% | +9.4% | +2.7% | +11.6% |
| 6M | +3.7% | +3.5% | +0.2% | +3.4% |
| YTD | +2.4% | +22.0% | -19.7% | +1.3% |
| 1Y | -6.4% | +2.2% | -8.6% | -6.7% |
| 3Y | +76.8% | +19.6% | +57.2% | +73.9% |
| 5Y | +154.3% | -2.3% | +156.7% | +150.3% |
| All | +794.2% | +147.8% | +646.4% | +694.5% |
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