+180.3%
PGR vs DECK
+20.9%
+159.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +10.5% | +4.8% | +5.6% | +10.0% |
| 3M | +12.9% | -6.9% | +19.9% | +13.4% |
| 6M | +20.4% | -7.6% | +28.0% | +20.8% |
| YTD | +10.3% | -16.3% | +26.5% | +11.0% |
| 1Y | +12.5% | +4.5% | +8.1% | +11.5% |
| 3Y | +59.3% | -17.1% | +76.4% | +54.9% |
| All | +180.3% | +20.9% | +159.4% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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