+158.8%
PGR vs DGX
+66.8%
+92.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +4.9% | -1.2% | +6.1% | +5.3% |
| 3M | +7.6% | +15.8% | -8.1% | +3.1% |
| 6M | +8.3% | +18.2% | -9.9% | +3.0% |
| YTD | +1.7% | +37.2% | -35.5% | -7.4% |
| 1Y | -6.8% | +30.4% | -37.2% | -14.1% |
| 3Y | +73.4% | +96.7% | -23.3% | +41.3% |
| All | +158.8% | +66.8% | +92.0% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling