-26.2%
DOCN vs PGR
+171.1%
-197.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -12.1% | +1.2% | -13.3% | -12.1% |
| 30D | -41.0% | +6.6% | -47.6% | -41.0% |
| 3M | -38.7% | +8.4% | -47.1% | -38.7% |
| 6M | -51.5% | +19.6% | -71.1% | -52.4% |
| YTD | +65.3% | +8.4% | +56.9% | +64.5% |
| 1Y | +53.9% | +13.5% | +40.4% | +51.6% |
| 3Y | +215.6% | +58.0% | +157.5% | +187.8% |
| 5Y | -26.2% | +170.5% | -196.6% | -44.5% |
| All | -26.2% | +171.1% | -197.2% | -44.5% |
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 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