+811.9%
PGR vs WM
+303.9%
+508.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -0.6% | -2.5% | +1.9% | +0.9% |
| 30D | +4.9% | -5.7% | +10.6% | +8.6% |
| 3M | +7.6% | -2.4% | +10.1% | +9.2% |
| 6M | +8.3% | -9.0% | +17.2% | +14.1% |
| YTD | +1.7% | -2.0% | +3.8% | +2.5% |
| 1Y | -6.8% | -1.6% | -5.2% | -6.4% |
| 3Y | +73.4% | +41.3% | +32.2% | +39.2% |
| 5Y | +161.2% | +48.9% | +112.3% | +99.3% |
| All | +811.9% | +303.9% | +508.0% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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