+832.2%
PGR vs WM
+330.8%
+501.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +3.5% | +3.2% | +0.3% | +1.7% |
| 30D | +10.5% | +13.0% | -2.6% | +2.8% |
| 3M | +12.9% | +9.2% | +3.7% | +7.2% |
| 6M | +20.4% | +13.6% | +6.8% | +11.6% |
| YTD | +10.3% | +12.4% | -2.1% | +2.5% |
| 1Y | +12.5% | +21.2% | -8.7% | 0.0% |
| 3Y | +59.3% | +48.7% | +10.6% | +24.1% |
| 5Y | +173.9% | +61.9% | +112.0% | +99.4% |
| All | +832.2% | +330.8% | +501.5% | +300.2% |
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