+176.5%
DLR vs PGR
+825.1%
-648.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -4.3% | +4.9% | -9.2% | -5.6% |
| 3M | +3.8% | +7.6% | -3.8% | +1.2% |
| 6M | +5.8% | +8.3% | -2.4% | +2.8% |
| YTD | +23.5% | +1.7% | +21.8% | +21.7% |
| 1Y | +11.1% | -6.8% | +17.9% | +12.0% |
| 3Y | +57.9% | +73.4% | -15.6% | +25.6% |
| 5Y | +44.0% | +161.2% | -117.3% | -5.9% |
| All | +176.5% | +825.1% | -648.6% | +21.6% |
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