+1,815.2%
PGR vs SW
+722.5%
+1,092.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | -1.5% | +2.3% | -3.8% | -1.6% |
| 30D | +6.4% | +6.8% | -0.4% | +6.2% |
| 3M | +5.8% | -5.2% | +11.0% | +5.9% |
| 6M | +15.8% | +7.4% | +8.4% | +15.5% |
| YTD | +6.5% | +17.4% | -10.9% | +5.8% |
| 1Y | +15.7% | +27.1% | -11.4% | +14.7% |
| 3Y | +57.4% | +47.9% | +9.6% | +55.0% |
| 5Y | +165.5% | -2.6% | +168.0% | +162.2% |
| 10Y | +866.9% | +182.7% | +684.2% | +817.6% |
| All | +1,815.2% | +722.5% | +1,092.7% | +1,759.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling