+298.4%
WMB vs PGR
+825.1%
-526.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -0.4% | +4.9% | -5.4% | -2.1% |
| 3M | +3.2% | +7.6% | -4.4% | +0.1% |
| 6M | +0.1% | +8.3% | -8.2% | -3.4% |
| YTD | +23.9% | +1.7% | +22.1% | +21.8% |
| 1Y | +27.6% | -6.8% | +34.5% | +29.0% |
| 3Y | +141.9% | +73.4% | +68.5% | +92.1% |
| 5Y | +273.8% | +161.2% | +112.6% | +142.1% |
| All | +298.4% | +825.1% | -526.7% | +106.9% |
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