+889.5%
DE vs PGR
+838.0%
+51.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.3% |
| 7D | -1.7% | +0.9% | -2.7% | -2.1% |
| 30D | +11.9% | +5.4% | +6.5% | +9.7% |
| 3M | +18.3% | +8.9% | +9.4% | +13.6% |
| 6M | +18.7% | +7.8% | +10.8% | +14.2% |
| YTD | +47.2% | +3.3% | +43.9% | +43.5% |
| 1Y | +46.6% | -5.2% | +51.8% | +47.4% |
| 3Y | +72.5% | +73.2% | -0.7% | +30.0% |
| 5Y | +104.4% | +165.1% | -60.6% | +19.9% |
| 10Y | +889.5% | +848.1% | +41.4% | +256.9% |
| All | +889.5% | +838.0% | +51.5% | +256.9% |
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