+158.8%
PGR vs WCC
+224.0%
-65.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.5% |
| 7D | -0.6% | +1.5% | -2.1% | -0.7% |
| 30D | +4.9% | -2.1% | +7.1% | +5.0% |
| 3M | +7.6% | +3.8% | +3.8% | +7.3% |
| 6M | +8.3% | +35.0% | -26.7% | +6.0% |
| YTD | +1.7% | +46.4% | -44.6% | -1.1% |
| 1Y | -6.8% | +63.0% | -69.8% | -10.4% |
| 3Y | +73.4% | +133.9% | -60.5% | +58.0% |
| All | +158.8% | +224.0% | -65.2% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling