+811.9%
PGR vs WY
+7.6%
+804.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -0.6% | -4.2% | +3.6% | +0.4% |
| 30D | +4.9% | -10.1% | +15.0% | +7.6% |
| 3M | +7.6% | -8.5% | +16.1% | +9.7% |
| 6M | +8.3% | -3.3% | +11.6% | +8.6% |
| YTD | +1.7% | -4.4% | +6.1% | +2.2% |
| 1Y | -6.8% | -11.5% | +4.6% | -4.8% |
| 3Y | +73.4% | -24.3% | +97.8% | +81.0% |
| 5Y | +161.2% | -21.3% | +182.5% | +166.0% |
| All | +811.9% | +7.6% | +804.3% | +715.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling