+41,702.1%
PGR vs D
+2,361.5%
+39,340.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -2.6% | +0.8% | -3.3% | -2.9% |
| 30D | -0.2% | -0.7% | +0.5% | +0.1% |
| 3M | +7.4% | +2.1% | +5.3% | +6.4% |
| 6M | +2.1% | +6.8% | -4.7% | -1.1% |
| YTD | +0.5% | +16.5% | -16.1% | -6.3% |
| 1Y | -6.9% | +19.2% | -26.1% | -14.2% |
| 3Y | +73.2% | +61.9% | +11.3% | +37.5% |
| 5Y | +154.8% | +6.5% | +148.2% | +139.2% |
| 10Y | +786.4% | +35.3% | +751.2% | +622.3% |
| All | +41,702.1% | +2,361.5% | +39,340.5% | +11,154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling