+295.2%
WBD vs PGR
+1,591.3%
-1,296.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +1.4% | +4.9% | -3.5% | -0.7% |
| 3M | +4.4% | +7.6% | -3.2% | +0.4% |
| 6M | +0.8% | +8.3% | -7.4% | -3.8% |
| YTD | -2.7% | +1.7% | -4.4% | -5.1% |
| 1Y | +73.4% | -6.8% | +80.3% | +75.0% |
| 3Y | +142.1% | +73.4% | +68.7% | +81.2% |
| 5Y | +7.2% | +161.2% | -154.0% | -34.9% |
| 10Y | +14.2% | +819.5% | -805.3% | -64.6% |
| All | +295.2% | +1,591.3% | -1,296.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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