+59.3%
PGR vs WM
+48.6%
+10.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +3.5% | +3.2% | +0.3% | +1.9% |
| 30D | +10.5% | +13.0% | -2.6% | +3.8% |
| 3M | +12.9% | +9.2% | +3.7% | +8.0% |
| 6M | +20.4% | +13.6% | +6.8% | +13.1% |
| YTD | +10.3% | +12.4% | -2.1% | +3.6% |
| 1Y | +12.5% | +21.2% | -8.7% | +1.9% |
| 3Y | +59.3% | +48.7% | +10.6% | +41.4% |
| All | +59.3% | +48.6% | +10.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling