+957.6%
PGR vs WING
+412.0%
+545.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | +1.8% | -0.5% | +2.3% | +1.8% |
| 3M | +5.9% | -23.9% | +29.8% | +8.1% |
| 6M | +4.6% | -48.9% | +53.4% | +10.0% |
| YTD | +1.1% | -53.3% | +54.4% | +6.7% |
| 1Y | -6.6% | -60.3% | +53.7% | -0.2% |
| 3Y | +74.2% | -30.1% | +104.3% | +70.4% |
| 5Y | +159.5% | -36.2% | +195.7% | +149.6% |
| 10Y | +813.4% | +375.3% | +438.2% | +569.3% |
| All | +957.6% | +412.0% | +545.7% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling