+3,532.9%
PGR vs WCC
+1,675.2%
+1,857.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | +1.8% | -6.1% | +7.9% | +2.6% |
| 3M | +5.9% | +3.1% | +2.8% | +4.5% |
| 6M | +4.6% | +28.2% | -23.7% | -1.3% |
| YTD | +1.1% | +41.1% | -40.0% | -6.5% |
| 1Y | -6.6% | +61.3% | -67.9% | -16.0% |
| 3Y | +74.2% | +123.6% | -49.4% | +41.5% |
| 5Y | +159.5% | +214.8% | -55.3% | +90.5% |
| 10Y | +813.4% | +513.6% | +299.8% | +443.0% |
| All | +3,532.9% | +1,675.2% | +1,857.7% | +1,506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling