+161.0%
DAL vs PGR
+60.0%
+101.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | -1.1% | +3.5% | -4.6% | -1.2% |
| 30D | +12.8% | +10.5% | +2.4% | +12.7% |
| 3M | -5.3% | +12.9% | -18.2% | -5.4% |
| 6M | +22.4% | +20.4% | +1.9% | +21.9% |
| YTD | +25.6% | +10.3% | +15.3% | +25.9% |
| 1Y | +45.5% | +12.5% | +33.0% | +45.5% |
| 3Y | +161.0% | +59.3% | +101.7% | +208.9% |
| All | +161.0% | +60.0% | +101.0% | +208.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling