+42,231.2%
PGR vs WY
+655.2%
+41,576.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -0.6% | -4.2% | +3.6% | +0.6% |
| 30D | +4.9% | -10.1% | +15.0% | +8.2% |
| 3M | +7.6% | -8.5% | +16.1% | +10.1% |
| 6M | +8.3% | -3.3% | +11.6% | +8.7% |
| YTD | +1.7% | -4.4% | +6.1% | +2.3% |
| 1Y | -6.8% | -11.5% | +4.6% | -4.4% |
| 3Y | +73.4% | -24.3% | +97.8% | +82.6% |
| 5Y | +161.2% | -21.3% | +182.5% | +167.0% |
| 10Y | +819.5% | +7.0% | +812.5% | +688.3% |
| All | +42,231.2% | +655.2% | +41,576.0% | +20,577.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling