+73.4%
PGR vs W
+35.9%
+37.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | +4.9% | -4.2% | +9.2% | +4.8% |
| 3M | +7.6% | +26.9% | -19.3% | +9.2% |
| 6M | +8.3% | +31.2% | -23.0% | +10.3% |
| YTD | +1.7% | -1.8% | +3.6% | +2.5% |
| 1Y | -6.8% | +9.3% | -16.2% | -5.4% |
| 3Y | +73.4% | +33.2% | +40.2% | +84.2% |
| All | +73.4% | +35.9% | +37.6% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling