+180.3%
PGR vs DOC
-21.4%
+201.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | +10.5% | +7.7% | +2.7% | +9.1% |
| 3M | +12.9% | -2.0% | +14.9% | +13.2% |
| 6M | +20.4% | +5.9% | +14.6% | +19.3% |
| YTD | +10.3% | +31.8% | -21.6% | +5.0% |
| 1Y | +12.5% | +22.5% | -10.0% | +8.6% |
| 3Y | +59.3% | +54.7% | +4.5% | +44.3% |
| All | +180.3% | -21.4% | +201.6% | +220.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling