+17,600.4%
WDC vs PGR
+42,227.8%
-24,627.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 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