+8,577.3%
WFC vs PGR
+42,227.9%
-33,650.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +0.3% | -3.4% | +3.7% | +2.1% |
| 30D | +2.3% | +1.8% | +0.5% | +1.1% |
| 3M | +9.8% | +5.9% | +3.8% | +5.2% |
| 6M | +15.6% | +4.6% | +11.0% | +11.2% |
| YTD | -2.4% | +1.1% | -3.5% | -5.0% |
| 1Y | +13.8% | -6.6% | +20.4% | +14.8% |
| 3Y | +134.6% | +74.2% | +60.4% | +65.7% |
| 5Y | +127.9% | +159.5% | -31.6% | +26.4% |
| 10Y | +141.8% | +813.4% | -671.6% | -33.3% |
| All | +8,577.3% | +42,227.9% | -33,650.6% | +628.2% |
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