-6.8%
PGR vs WAT
+38.4%
-45.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +4.9% | -1.9% | +6.8% | +4.8% |
| 3M | +7.6% | +13.5% | -5.9% | +8.3% |
| 6M | +8.3% | +37.2% | -29.0% | +8.7% |
| YTD | +1.7% | +7.5% | -5.8% | +2.7% |
| 1Y | -6.8% | +35.0% | -41.9% | -6.4% |
| All | -6.8% | +38.4% | -45.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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