+158.8%
PGR vs WPM
+263.6%
-104.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -0.6% | -0.6% | -0.1% | -0.6% |
| 30D | +4.9% | +14.4% | -9.5% | +4.6% |
| 3M | +7.6% | +37.0% | -29.3% | +7.0% |
| 6M | +8.3% | +4.1% | +4.1% | +8.5% |
| YTD | +1.7% | +31.7% | -30.0% | +0.6% |
| 1Y | -6.8% | +44.2% | -51.0% | -8.4% |
| 3Y | +73.4% | +265.5% | -192.0% | +62.9% |
| All | +158.8% | +263.6% | -104.9% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling