+2,096.3%
PGR vs DG
+551.9%
+1,544.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -3.4% | -6.3% | +2.9% | -2.4% |
| 30D | +1.8% | +2.4% | -0.6% | +1.4% |
| 3M | +5.9% | +12.4% | -6.5% | +3.8% |
| 6M | +4.6% | -14.9% | +19.5% | +6.8% |
| YTD | +1.1% | -6.1% | +7.1% | +1.3% |
| 1Y | -6.6% | +17.9% | -24.4% | -10.2% |
| 3Y | +74.2% | +3.1% | +71.1% | +65.1% |
| 5Y | +159.5% | -38.7% | +198.2% | +172.6% |
| 10Y | +813.4% | +99.6% | +713.8% | +646.5% |
| All | +2,096.3% | +551.9% | +1,544.4% | +1,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling