+7,774.6%
PGR vs DGX
+8,778.1%
-1,003.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 6M | +8.3% | +18.2% | -9.9% | +3.1% |
| YTD | +1.7% | +37.2% | -35.5% | -7.3% |
| 1Y | -6.8% | +30.4% | -37.2% | -14.0% |
| 3Y | +73.4% | +96.7% | -23.3% | +41.6% |
| 5Y | +161.2% | +67.2% | +94.1% | +121.0% |
| 10Y | +819.5% | +253.9% | +565.5% | +519.5% |
| All | +7,774.6% | +8,778.1% | -1,003.5% | +2,445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling