+811.9%
PGR vs DG
+101.8%
+710.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.6% | -6.5% | +5.9% | +0.4% |
| 30D | +4.9% | +4.2% | +0.8% | +4.3% |
| 3M | +7.6% | +9.5% | -1.9% | +6.1% |
| 6M | +8.3% | -13.1% | +21.4% | +10.0% |
| YTD | +1.7% | -4.8% | +6.6% | +1.8% |
| 1Y | -6.8% | +20.6% | -27.5% | -10.5% |
| 3Y | +73.4% | +4.9% | +68.5% | +64.2% |
| 5Y | +161.2% | -37.9% | +199.1% | +179.4% |
| All | +811.9% | +101.8% | +710.1% | +664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling