+428.1%
WMT vs PGR
+825.1%
-397.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -7.4% | +4.9% | -12.4% | -8.6% |
| 3M | -10.9% | +7.6% | -18.5% | -12.7% |
| 6M | -12.7% | +8.3% | -20.9% | -14.8% |
| YTD | -3.2% | +1.7% | -4.9% | -4.3% |
| 1Y | +5.3% | -6.8% | +12.1% | +6.3% |
| 3Y | +101.9% | +73.4% | +28.4% | +73.1% |
| 5Y | +134.6% | +161.2% | -26.7% | +75.0% |
| All | +428.1% | +825.1% | -397.1% | +196.9% |
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