+19.3%
PGR vs W
+21.5%
-2.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.5% | +2.6% |
| 7D | +4.1% | +8.4% | -4.3% | +4.1% |
| 30D | +10.4% | +16.5% | -6.1% | +10.7% |
| 3M | +11.4% | +6.4% | +5.0% | +11.3% |
| 6M | +17.9% | +90.5% | -72.6% | +20.6% |
| YTD | +9.8% | +23.1% | -13.3% | +10.3% |
| 1Y | +19.3% | +24.3% | -5.0% | +19.2% |
| All | +19.3% | +21.5% | -2.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling