+11,917.7%
PGR vs WAT
+10,610.4%
+1,307.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -3.4% | -2.9% | -0.5% | -2.9% |
| 30D | +1.8% | -3.2% | +5.0% | +2.4% |
| 3M | +5.9% | +10.6% | -4.7% | +3.9% |
| 6M | +4.6% | +34.0% | -29.5% | -1.5% |
| YTD | +1.1% | +5.7% | -4.7% | -1.0% |
| 1Y | -6.6% | +37.1% | -43.6% | -12.9% |
| 3Y | +74.2% | +52.4% | +21.8% | +55.1% |
| 5Y | +159.5% | -4.4% | +163.9% | +148.9% |
| 10Y | +813.4% | +165.8% | +647.7% | +612.0% |
| All | +11,917.7% | +10,610.4% | +1,307.3% | +5,752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling