+811.9%
PGR vs DGX
+255.3%
+556.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +4.9% | -1.2% | +6.1% | +5.3% |
| 3M | +7.6% | +15.8% | -8.1% | +2.3% |
| 6M | +8.3% | +18.2% | -9.9% | +2.0% |
| YTD | +1.7% | +37.2% | -35.5% | -9.2% |
| 1Y | -6.8% | +30.4% | -37.2% | -15.5% |
| 3Y | +73.4% | +96.7% | -23.3% | +34.6% |
| 5Y | +161.2% | +67.2% | +94.1% | +111.8% |
| All | +811.9% | +255.3% | +556.6% | +449.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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