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  • WDC vs PGR✓SelectedUSD · PGRWDC vs PGR performance historyLatest closeAs of-4.43%09/10
Stock and ETF performance explorer

WDC vs PGR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,600.4%
PGR return
+42,227.8%
Excess return
-24,627.4%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPGRExcessAlpha
1D-4.4%+0.3%-4.7%-4.5%
7D+4.4%-3.4%+7.8%+5.6%
30D+5.3%+1.8%+3.5%+4.2%
3M-5.9%+5.9%-11.8%-9.6%
6M+73.2%+4.6%+68.7%+65.6%
YTD+167.8%+1.1%+166.8%+157.8%
1Y+386.0%-6.6%+392.6%+377.5%
3Y+1,309.7%+74.2%+1,235.5%+964.8%
5Y+957.1%+159.5%+797.6%+567.3%
10Y+1,246.7%+813.4%+433.3%+426.6%
All+17,600.4%+42,227.8%-24,627.4%+2,361.1%

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