+1,188.5%
WDC vs PGR
+825.1%
+363.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.1% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | -1.5% | +4.9% | -6.4% | -3.0% |
| 3M | -15.5% | +7.6% | -23.1% | -18.6% |
| 6M | +66.5% | +8.3% | +58.2% | +58.8% |
| YTD | +159.9% | +1.7% | +158.1% | +152.0% |
| 1Y | +366.0% | -6.8% | +372.8% | +364.3% |
| 3Y | +1,285.8% | +73.4% | +1,212.4% | +905.3% |
| 5Y | +925.6% | +161.2% | +764.3% | +470.0% |
| All | +1,188.5% | +825.1% | +363.4% | +357.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling