+14,149.5%
PGR vs DAR
+1,828.9%
+12,320.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +0.7% | +7.4% | -6.7% | +0.2% |
| 3M | +7.7% | +15.7% | -8.0% | +6.6% |
| 6M | +4.3% | +30.0% | -25.7% | +2.3% |
| YTD | +0.7% | +87.5% | -86.8% | -3.5% |
| 1Y | -5.7% | +113.4% | -119.0% | -10.5% |
| 3Y | +73.7% | +15.3% | +58.4% | +69.4% |
| 5Y | +158.4% | -4.3% | +162.7% | +153.0% |
| 10Y | +810.5% | +380.2% | +430.4% | +695.5% |
| All | +14,149.5% | +1,828.9% | +12,320.7% | +11,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling