+323.1%
DOCN vs PGR
+76.5%
+246.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +2.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | -9.6% | +2.9% | -12.5% | -8.7% |
| 3M | -37.7% | +12.1% | -49.8% | -36.6% |
| 6M | +115.2% | +3.7% | +111.5% | +118.4% |
| YTD | +133.7% | +2.4% | +131.4% | +137.8% |
| 1Y | +250.2% | -6.4% | +256.5% | +259.9% |
| All | +323.1% | +76.5% | +246.6% | +468.8% |
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