+811.9%
PGR vs WCN
+235.9%
+576.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -3.1% | +2.5% | +1.0% |
| 30D | +4.9% | -3.4% | +8.3% | +6.9% |
| 3M | +7.6% | +3.0% | +4.7% | +6.0% |
| 6M | +8.3% | -3.8% | +12.0% | +10.0% |
| YTD | +1.7% | -8.3% | +10.0% | +5.6% |
| 1Y | -6.8% | -9.7% | +2.9% | -2.6% |
| 3Y | +73.4% | +17.2% | +56.3% | +56.5% |
| 5Y | +161.2% | +25.3% | +135.9% | +122.8% |
| All | +811.9% | +235.9% | +576.0% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling