+827.4%
PGR vs DOC
+20.3%
+807.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +1.2% | +4.3% | -3.2% | +0.2% |
| 30D | +6.6% | +9.2% | -2.6% | +4.5% |
| 3M | +8.4% | -0.8% | +9.2% | +8.5% |
| 6M | +19.6% | +7.1% | +12.5% | +17.6% |
| YTD | +8.4% | +34.0% | -25.6% | +0.5% |
| 1Y | +13.5% | +23.2% | -9.7% | +7.3% |
| 3Y | +58.0% | +53.6% | +4.4% | +38.9% |
| 5Y | +170.5% | -20.4% | +190.9% | +181.7% |
| 10Y | +827.4% | +23.4% | +804.0% | +754.7% |
| All | +827.4% | +20.3% | +807.1% | +754.7% |
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