+42,231.2%
PGR vs WSM
+34,573.3%
+7,657.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +4.9% | -7.7% | +12.7% | +6.1% |
| 3M | +7.6% | +3.8% | +3.9% | +6.9% |
| 6M | +8.3% | +22.7% | -14.4% | +4.7% |
| YTD | +1.7% | +28.0% | -26.3% | -2.4% |
| 1Y | -6.8% | +12.7% | -19.6% | -9.3% |
| 3Y | +73.4% | +231.3% | -157.8% | +39.0% |
| 5Y | +161.2% | +177.2% | -16.0% | +109.0% |
| 10Y | +819.5% | +1,065.8% | -246.3% | +455.4% |
| All | +42,231.2% | +34,573.3% | +7,657.9% | +14,640.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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