+417.4%
WDC vs PGR
-6.1%
+423.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +3.5% |
| 7D | +1.7% | +0.1% | +1.6% | +2.0% |
| 30D | -10.0% | +2.9% | -12.9% | -6.0% |
| 3M | -18.8% | +12.1% | -30.9% | -3.7% |
| 6M | +79.0% | +3.7% | +75.4% | +100.8% |
| YTD | +171.6% | +2.4% | +169.2% | +205.8% |
| 1Y | +417.4% | -6.4% | +423.7% | +487.5% |
| All | +417.4% | -6.1% | +423.5% | +487.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling