+116.4%
DOCN vs PGR
+21.4%
+95.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.5% | -9.7% | -5.1% |
| 7D | -20.0% | +4.1% | -24.1% | -17.2% |
| 30D | -38.8% | +10.4% | -49.2% | -33.3% |
| 3M | -34.8% | +11.4% | -46.2% | -27.7% |
| 6M | -22.8% | +17.9% | -40.7% | -10.1% |
| YTD | +74.6% | +9.8% | +64.8% | +100.3% |
| 1Y | +116.4% | +19.3% | +97.2% | +161.6% |
| All | +116.4% | +21.4% | +95.1% | +161.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling