+158.8%
PGR vs DAR
-9.0%
+167.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.9% | +2.6% | +2.3% | +4.7% |
| 3M | +7.6% | +14.2% | -6.6% | +6.6% |
| 6M | +8.3% | +17.2% | -8.9% | +7.0% |
| YTD | +1.7% | +80.9% | -79.1% | -2.5% |
| 1Y | -6.8% | +104.0% | -110.8% | -11.6% |
| 3Y | +73.4% | +3.6% | +69.8% | +75.1% |
| All | +158.8% | -9.0% | +167.8% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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