+73.4%
PGR vs WEC
+39.2%
+34.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +4.9% | -2.6% | +7.6% | +5.9% |
| 3M | +7.6% | -6.0% | +13.7% | +10.3% |
| 6M | +8.3% | -5.4% | +13.7% | +10.5% |
| YTD | +1.7% | +2.5% | -0.7% | +0.7% |
| 1Y | -6.8% | -0.7% | -6.1% | -6.7% |
| 3Y | +73.4% | +38.7% | +34.7% | +64.0% |
| All | +73.4% | +39.2% | +34.3% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling