+42,489.9%
PGR vs DOC
+2,974.4%
+39,515.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +2.9% | -4.8% | +7.7% | +4.5% |
| 3M | +12.1% | +6.9% | +5.2% | +9.7% |
| 6M | +3.7% | +20.7% | -17.1% | -3.2% |
| YTD | +2.4% | +34.1% | -31.8% | -7.7% |
| 1Y | -6.4% | +22.6% | -29.0% | -13.4% |
| 3Y | +76.8% | +20.8% | +56.0% | +60.2% |
| 5Y | +154.3% | -24.9% | +179.2% | +165.8% |
| 10Y | +790.1% | -1.8% | +791.9% | +694.7% |
| All | +42,489.9% | +2,974.4% | +39,515.5% | +17,644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling