+266.0%
PGR vs TW
+206.7%
+59.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.6% | -4.5% | +3.9% | +0.4% |
| 30D | +4.9% | -2.3% | +7.2% | +5.4% |
| 3M | +7.6% | +2.6% | +5.0% | +6.7% |
| 6M | +8.3% | -17.5% | +25.8% | +12.5% |
| YTD | +1.7% | -5.3% | +7.0% | +2.2% |
| 1Y | -6.8% | -14.8% | +7.9% | -4.3% |
| 3Y | +73.4% | +18.8% | +54.6% | +65.4% |
| 5Y | +161.2% | +20.7% | +140.5% | +144.3% |
| All | +266.0% | +206.7% | +59.3% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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