+45,257.9%
PGR vs DOC
+2,926.9%
+42,331.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.3% | +6.2% | -4.9% | -0.6% |
| 30D | +10.0% | +6.5% | +3.5% | +7.8% |
| 3M | +9.6% | -6.2% | +15.8% | +11.7% |
| 6M | +18.0% | +25.6% | -7.6% | +9.0% |
| YTD | +9.0% | +32.1% | -23.1% | -1.4% |
| 1Y | +18.8% | +20.3% | -1.5% | +10.6% |
| 3Y | +63.2% | +42.7% | +20.4% | +40.4% |
| 5Y | +171.7% | -22.2% | +193.8% | +180.4% |
| 10Y | +889.3% | +16.5% | +872.8% | +733.2% |
| All | +45,257.9% | +2,926.9% | +42,331.0% | +18,868.2% |
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 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