+105.1%
DOCN vs PGR
+188.0%
-82.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.6% |
| 7D | +3.7% | -0.5% | +4.3% | +3.7% |
| 30D | -33.7% | +6.0% | -39.7% | -33.6% |
| 3M | -27.9% | +10.0% | -37.9% | -27.9% |
| 6M | -46.4% | +18.7% | -65.1% | -47.2% |
| YTD | +81.1% | +9.2% | +71.9% | +80.4% |
| 1Y | +74.3% | +13.1% | +61.2% | +72.3% |
| 3Y | +245.8% | +59.2% | +186.6% | +219.4% |
| 5Y | -23.7% | +172.1% | -195.9% | -37.6% |
| All | +105.1% | +188.0% | -82.9% | +61.3% |
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