+215.6%
DOCN vs PGR
+57.5%
+158.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +2.0% |
| 7D | -12.1% | +1.2% | -13.3% | -11.8% |
| 30D | -41.0% | +6.6% | -47.6% | -39.9% |
| 3M | -38.7% | +8.4% | -47.1% | -37.1% |
| 6M | -51.5% | +19.6% | -71.1% | -50.0% |
| YTD | +65.3% | +8.4% | +56.9% | +71.0% |
| 1Y | +53.9% | +13.5% | +40.4% | +58.4% |
| 3Y | +215.6% | +58.0% | +157.5% | +342.5% |
| All | +215.6% | +57.5% | +158.1% | +342.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling