+212.2%
DOCN vs PGR
+165.6%
+46.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.7% |
| 7D | +26.5% | -2.7% | +29.2% | +26.5% |
| 30D | +2.3% | +0.7% | +1.5% | +2.2% |
| 3M | -21.2% | +7.7% | -28.9% | -22.1% |
| 6M | +130.6% | +4.3% | +126.3% | +128.5% |
| YTD | +175.7% | +0.7% | +175.0% | +174.4% |
| 1Y | +286.6% | -5.7% | +292.2% | +288.7% |
| 3Y | +394.1% | +73.7% | +320.5% | +336.1% |
| 5Y | +92.1% | +158.4% | -66.3% | +56.7% |
| All | +212.2% | +165.6% | +46.5% | +145.4% |
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