+3,683.1%
PGR vs WTW
+1,102.0%
+2,581.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.6% | -5.7% | +5.1% | +1.8% |
| 30D | +4.9% | -7.3% | +12.2% | +8.2% |
| 3M | +7.6% | +21.5% | -13.8% | -0.8% |
| 6M | +8.3% | +9.6% | -1.4% | +3.5% |
| YTD | +1.7% | -3.3% | +5.0% | +1.5% |
| 1Y | -6.8% | -6.1% | -0.7% | -5.9% |
| 3Y | +73.4% | +61.8% | +11.6% | +39.0% |
| 5Y | +161.2% | +42.7% | +118.5% | +117.9% |
| 10Y | +819.5% | +197.2% | +622.2% | +445.6% |
| All | +3,683.1% | +1,102.0% | +2,581.1% | +1,351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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