+1,622.3%
PGR vs WU
-22.4%
+1,644.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.6% | -3.5% | +2.9% | +0.6% |
| 30D | +4.9% | -2.9% | +7.9% | +5.9% |
| 3M | +7.6% | -2.3% | +9.9% | +6.9% |
| 6M | +8.3% | -25.4% | +33.6% | +17.8% |
| YTD | +1.7% | -21.2% | +22.9% | +8.2% |
| 1Y | -6.8% | -8.9% | +2.0% | -6.8% |
| 3Y | +73.4% | -29.0% | +102.4% | +84.6% |
| 5Y | +161.2% | -50.7% | +212.0% | +210.5% |
| 10Y | +819.5% | -39.7% | +859.2% | +853.1% |
| All | +1,622.3% | -22.4% | +1,644.7% | +1,281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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