+158.8%
PGR vs DBX
+11.7%
+147.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -0.6% | +2.1% | -2.7% | -0.8% |
| 30D | +4.9% | +5.7% | -0.8% | +4.3% |
| 3M | +7.6% | +31.8% | -24.2% | +4.7% |
| 6M | +8.3% | +37.5% | -29.2% | +4.6% |
| YTD | +1.7% | +27.9% | -26.2% | -1.0% |
| 1Y | -6.8% | +15.0% | -21.9% | -8.6% |
| 3Y | +73.4% | +27.2% | +46.3% | +67.0% |
| All | +158.8% | +11.7% | +147.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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