+1,110.0%
DIA vs PGR
+4,240.8%
-3,130.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -1.6% | -0.6% | -0.9% | -1.3% |
| 30D | -2.0% | +4.9% | -7.0% | -3.8% |
| 3M | +3.6% | +7.6% | -4.0% | +0.3% |
| 6M | +11.5% | +8.3% | +3.3% | +7.3% |
| YTD | +10.4% | +1.7% | +8.6% | +8.2% |
| 1Y | +15.6% | -6.8% | +22.4% | +16.6% |
| 3Y | +58.9% | +73.4% | -14.6% | +25.8% |
| 5Y | +65.3% | +161.2% | -95.9% | +9.8% |
| 10Y | +252.2% | +819.5% | -567.3% | +45.9% |
| All | +1,110.0% | +4,240.8% | -3,130.7% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling