+836.6%
PGR vs DOC
+21.1%
+815.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -2.7% | +5.9% | -8.6% | -4.0% |
| 30D | +4.6% | +10.3% | -5.6% | +2.4% |
| 3M | +5.7% | -2.2% | +7.9% | +6.2% |
| 6M | +17.4% | +8.2% | +9.2% | +15.2% |
| YTD | +6.4% | +35.4% | -28.9% | -1.5% |
| 1Y | +11.5% | +23.6% | -12.1% | +5.5% |
| 3Y | +55.2% | +57.3% | -2.1% | +35.8% |
| 5Y | +166.3% | -19.6% | +185.9% | +176.6% |
| 10Y | +836.6% | +20.8% | +815.8% | +771.2% |
| All | +836.6% | +21.1% | +815.5% | +771.2% |
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