+828.6%
PGR vs DOC
+23.6%
+805.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.5% | +1.0% | -1.6% | -0.8% |
| 30D | +6.0% | +8.1% | -2.1% | +4.1% |
| 3M | +10.0% | +0.9% | +9.1% | +9.7% |
| 6M | +18.7% | +6.3% | +12.4% | +16.9% |
| YTD | +9.2% | +33.8% | -24.6% | +1.4% |
| 1Y | +13.1% | +21.6% | -8.5% | +7.3% |
| 3Y | +59.2% | +53.4% | +5.9% | +40.1% |
| 5Y | +172.1% | -21.0% | +193.1% | +183.9% |
| 10Y | +828.6% | +22.5% | +806.1% | +755.9% |
| All | +828.6% | +23.6% | +805.0% | +755.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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