+41,702.1%
PGR vs WST
+12,249.0%
+29,453.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -0.2% | -4.6% | +4.4% | +0.9% |
| 3M | +7.4% | +5.7% | +1.7% | +5.8% |
| 6M | +2.1% | +37.6% | -35.4% | -5.7% |
| YTD | +0.5% | +23.0% | -22.6% | -5.3% |
| 1Y | -6.9% | +33.8% | -40.8% | -14.4% |
| 3Y | +73.2% | -13.4% | +86.5% | +65.7% |
| 5Y | +154.8% | -27.0% | +181.7% | +147.5% |
| 10Y | +786.4% | +324.5% | +461.9% | +401.6% |
| All | +41,702.1% | +12,249.0% | +29,453.1% | +11,781.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling