+41,953.0%
PGR vs WEC
+3,955.7%
+37,997.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -3.4% | -1.3% | -2.2% | -2.9% |
| 30D | +1.8% | -0.4% | +2.2% | +1.9% |
| 3M | +5.9% | -6.8% | +12.7% | +9.1% |
| 6M | +4.6% | -6.4% | +11.0% | +7.4% |
| YTD | +1.1% | +2.5% | -1.4% | -0.3% |
| 1Y | -6.6% | -0.4% | -6.2% | -6.8% |
| 3Y | +74.2% | +38.5% | +35.7% | +49.8% |
| 5Y | +159.5% | +31.7% | +127.8% | +125.6% |
| 10Y | +813.4% | +146.6% | +666.9% | +476.9% |
| All | +41,953.0% | +3,955.7% | +37,997.3% | +8,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling