+265.8%
WMB vs PGR
+159.7%
+106.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +3.2% | +7.6% | -4.4% | +1.3% |
| 6M | +0.1% | +8.3% | -8.2% | -2.1% |
| YTD | +23.9% | +1.7% | +22.1% | +22.7% |
| 1Y | +27.6% | -6.8% | +34.5% | +28.8% |
| 3Y | +141.9% | +73.4% | +68.5% | +112.3% |
| All | +265.8% | +159.7% | +106.0% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling