+29,719.8%
PGR vs DHI
+12,501.5%
+17,218.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -0.6% | -3.4% | +2.8% | 0.0% |
| 30D | +4.9% | -5.4% | +10.4% | +6.0% |
| 3M | +7.6% | -10.4% | +18.1% | +9.6% |
| 6M | +8.3% | -2.8% | +11.0% | +8.1% |
| YTD | +1.7% | -3.4% | +5.1% | +1.5% |
| 1Y | -6.8% | -22.9% | +16.1% | -3.4% |
| 3Y | +73.4% | +20.7% | +52.8% | +60.7% |
| 5Y | +161.2% | +62.1% | +99.1% | +123.2% |
| 10Y | +819.5% | +410.4% | +409.1% | +502.5% |
| All | +29,719.8% | +12,501.5% | +17,218.4% | +10,702.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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