+811.9%
PGR vs D
+36.8%
+775.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.0% |
| 7D | -0.6% | -2.2% | +1.6% | +0.2% |
| 30D | +4.9% | -4.5% | +9.4% | +6.6% |
| 3M | +7.6% | -2.5% | +10.2% | +8.5% |
| 6M | +8.3% | +5.5% | +2.7% | +5.7% |
| YTD | +1.7% | +13.3% | -11.5% | -3.3% |
| 1Y | -6.8% | +11.8% | -18.7% | -11.2% |
| 3Y | +73.4% | +56.7% | +16.7% | +43.7% |
| 5Y | +161.2% | +4.3% | +156.9% | +154.0% |
| All | +811.9% | +36.8% | +775.1% | +733.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling