+23.5%
DIS vs PGR
+825.1%
-801.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +3.2% | +4.9% | -1.7% | +1.9% |
| 3M | +7.0% | +7.6% | -0.6% | +4.5% |
| 6M | +6.4% | +8.3% | -1.8% | +3.6% |
| YTD | -5.6% | +1.7% | -7.4% | -6.7% |
| 1Y | -7.7% | -6.8% | -0.8% | -6.6% |
| 3Y | +33.2% | +73.4% | -40.3% | +10.2% |
| 5Y | -40.3% | +161.2% | -201.5% | -58.0% |
| All | +23.5% | +825.1% | -801.6% | -36.2% |
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 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