-16.8%
PGR vs WETO
-99.4%
+82.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.6% |
| 7D | -0.6% | -4.3% | +3.7% | -0.6% |
| 30D | +4.9% | -39.9% | +44.8% | +5.4% |
| 3M | +7.6% | -97.9% | +105.5% | +7.7% |
| 6M | +8.3% | -95.0% | +103.3% | +8.2% |
| YTD | +1.7% | -97.2% | +98.9% | +1.6% |
| 1Y | -6.8% | -98.9% | +92.1% | -6.7% |
| All | -16.8% | -99.4% | +82.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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