+73.4%
PGR vs DG
+4.6%
+68.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -0.6% | -6.5% | +5.9% | -0.6% |
| 30D | +4.9% | +4.2% | +0.8% | +4.9% |
| 3M | +7.6% | +9.5% | -1.9% | +7.7% |
| 6M | +8.3% | -13.1% | +21.4% | +8.0% |
| YTD | +1.7% | -4.8% | +6.6% | +1.6% |
| 1Y | -6.8% | +20.6% | -27.5% | -6.9% |
| 3Y | +73.4% | +4.9% | +68.5% | +62.0% |
| All | +73.4% | +4.6% | +68.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling