+73.4%
PGR vs WST
-11.3%
+84.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -0.6% | +1.8% | -2.4% | -0.6% |
| 30D | +4.9% | -1.7% | +6.7% | +5.0% |
| 3M | +7.6% | +4.9% | +2.8% | +7.5% |
| 6M | +8.3% | +45.5% | -37.3% | +7.4% |
| YTD | +1.7% | +26.1% | -24.4% | +1.3% |
| 1Y | -6.8% | +31.7% | -38.5% | -7.4% |
| 3Y | +73.4% | -12.1% | +85.5% | +77.8% |
| All | +73.4% | -11.3% | +84.8% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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