-6.8%
PGR vs DG
+19.2%
-26.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.6% | -6.5% | +5.9% | -0.2% |
| 30D | +4.9% | +4.2% | +0.8% | +4.7% |
| 3M | +7.6% | +9.5% | -1.9% | +7.4% |
| 6M | +8.3% | -13.1% | +21.4% | +7.8% |
| YTD | +1.7% | -4.8% | +6.6% | +0.7% |
| 1Y | -6.8% | +20.6% | -27.5% | -10.3% |
| All | -6.8% | +19.2% | -26.0% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling