+13,387.2%
PGR vs WAB
+4,053.8%
+9,333.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +1.8% | -5.9% | +7.7% | +3.3% |
| 3M | +5.9% | +9.4% | -3.5% | +3.1% |
| 6M | +4.6% | +13.8% | -9.3% | +0.3% |
| YTD | +1.1% | +31.8% | -30.7% | -6.6% |
| 1Y | -6.6% | +48.5% | -55.1% | -16.5% |
| 3Y | +74.2% | +167.0% | -92.7% | +32.2% |
| 5Y | +159.5% | +222.3% | -62.8% | +86.0% |
| 10Y | +813.4% | +289.6% | +523.8% | +482.0% |
| All | +13,387.2% | +4,053.8% | +9,333.4% | +4,441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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