+17,821.2%
PGR vs WWD
+14,805.6%
+3,015.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -3.4% | -2.9% | -0.6% | -2.8% |
| 30D | +1.8% | -6.6% | +8.4% | +3.2% |
| 3M | +5.9% | -9.3% | +15.2% | +7.6% |
| 6M | +4.6% | -13.6% | +18.2% | +6.6% |
| YTD | +1.1% | +10.4% | -9.3% | -3.0% |
| 1Y | -6.6% | +39.9% | -46.4% | -15.5% |
| 3Y | +74.2% | +165.0% | -90.8% | +33.2% |
| 5Y | +159.5% | +183.8% | -24.3% | +91.6% |
| 10Y | +813.4% | +486.6% | +326.8% | +429.2% |
| All | +17,821.2% | +14,805.6% | +3,015.6% | +6,014.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling