+1,597.0%
PGR vs WPM
+5,933.8%
-4,336.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -0.6% | -0.6% | -0.1% | -0.6% |
| 30D | +4.9% | +14.4% | -9.5% | +3.6% |
| 3M | +7.6% | +37.0% | -29.3% | +4.3% |
| 6M | +8.3% | +4.1% | +4.1% | +7.1% |
| YTD | +1.7% | +31.7% | -30.0% | -2.0% |
| 1Y | -6.8% | +44.2% | -51.0% | -11.3% |
| 3Y | +73.4% | +265.5% | -192.0% | +49.5% |
| 5Y | +161.2% | +262.5% | -101.3% | +122.8% |
| 10Y | +819.5% | +539.8% | +279.6% | +618.5% |
| All | +1,597.0% | +5,933.8% | -4,336.9% | +795.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling