+2,523.6%
DUK vs PGR
+42,507.8%
-39,984.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -2.4% | +4.9% | -7.4% | -3.5% |
| 3M | -3.0% | +7.6% | -10.6% | -4.7% |
| 6M | -6.6% | +8.3% | -14.8% | -8.4% |
| YTD | +4.6% | +1.7% | +2.8% | +3.7% |
| 1Y | +1.2% | -6.8% | +8.1% | +2.1% |
| 3Y | +45.7% | +73.4% | -27.8% | +28.1% |
| 5Y | +40.3% | +161.2% | -120.9% | +11.9% |
| 10Y | +129.9% | +819.5% | -689.6% | +42.5% |
| All | +2,523.6% | +42,507.8% | -39,984.2% | +957.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling