+42,489.9%
PGR vs WM
+26,336.4%
+16,153.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +2.9% | -2.4% | +5.3% | +3.5% |
| 3M | +12.1% | +0.4% | +11.7% | +12.1% |
| 6M | +3.7% | -9.5% | +13.2% | +6.0% |
| YTD | +2.4% | +0.5% | +1.9% | +2.2% |
| 1Y | -6.4% | -1.1% | -5.3% | -6.2% |
| 3Y | +76.8% | +46.0% | +30.8% | +62.6% |
| 5Y | +154.3% | +51.8% | +102.5% | +131.4% |
| 10Y | +790.1% | +307.5% | +482.5% | +569.8% |
| All | +42,489.9% | +26,336.4% | +16,153.5% | +22,916.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling