+158.8%
PGR vs WWD
+184.1%
-25.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -0.6% | -2.6% | +2.0% | -0.4% |
| 30D | +4.9% | -6.9% | +11.9% | +5.6% |
| 3M | +7.6% | -13.0% | +20.7% | +8.8% |
| 6M | +8.3% | -12.5% | +20.7% | +9.1% |
| YTD | +1.7% | +11.8% | -10.1% | -1.3% |
| 1Y | -6.8% | +41.1% | -47.9% | -13.1% |
| 3Y | +73.4% | +163.1% | -89.6% | +42.0% |
| All | +158.8% | +184.1% | -25.4% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling