+87.1%
DOCN vs PGR
+154.8%
-67.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.8% | +14.5% | +12.7% |
| 7D | +16.3% | -2.6% | +18.9% | +16.3% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | -25.2% | +7.4% | -32.5% | -26.1% |
| 6M | +132.7% | +2.1% | +130.5% | +131.1% |
| YTD | +163.3% | +0.5% | +162.8% | +162.0% |
| 1Y | +280.3% | -6.9% | +287.3% | +283.6% |
| 3Y | +371.8% | +73.2% | +298.7% | +311.5% |
| 5Y | +87.1% | +154.8% | -67.6% | +62.8% |
| All | +87.1% | +154.8% | -67.7% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling