+159.6%
PGR vs SW
-2.3%
+162.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +0.1% | -5.1% | +5.2% | +0.2% |
| 30D | +2.9% | -4.6% | +7.5% | +3.0% |
| 3M | +12.1% | +9.4% | +2.7% | +12.0% |
| 6M | +3.7% | +3.5% | +0.2% | +3.7% |
| YTD | +2.4% | +22.0% | -19.7% | +2.2% |
| 1Y | -6.4% | +2.2% | -8.6% | -6.4% |
| 3Y | +76.8% | +19.6% | +57.2% | +76.8% |
| All | +159.6% | -2.3% | +162.0% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling