+811.9%
PGR vs WING
+407.7%
+404.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | +0.2% |
| 7D | -0.6% | +7.2% | -7.8% | -1.2% |
| 30D | +4.9% | +4.8% | +0.2% | +4.4% |
| 3M | +7.6% | -23.7% | +31.3% | +9.8% |
| 6M | +8.3% | -43.6% | +51.8% | +12.8% |
| YTD | +1.7% | -50.6% | +52.3% | +6.8% |
| 1Y | -6.8% | -57.0% | +50.2% | -1.3% |
| 3Y | +73.4% | -28.3% | +101.7% | +69.1% |
| 5Y | +161.2% | -32.4% | +193.6% | +149.6% |
| All | +811.9% | +407.7% | +404.2% | +561.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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