+19.3%
PGR vs WY
+0.3%
+18.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.5% |
| 7D | +4.1% | +13.3% | -9.3% | +1.8% |
| 30D | +10.4% | +17.6% | -7.2% | +7.5% |
| 3M | +11.4% | -15.0% | +26.4% | +12.9% |
| 6M | +17.9% | -5.9% | +23.8% | +18.1% |
| YTD | +9.8% | -5.7% | +15.5% | +10.2% |
| 1Y | +19.3% | -0.2% | +19.5% | +20.9% |
| All | +19.3% | +0.3% | +18.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling