+175.8%
PGR vs DOCS
-19.0%
+194.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +3.5% | +2.6% | +1.0% | +3.5% |
| 30D | +10.5% | +11.4% | -1.0% | +10.2% |
| 3M | +12.9% | +25.4% | -12.4% | +12.4% |
| 6M | +20.4% | +42.5% | -22.1% | +19.3% |
| YTD | +10.3% | -24.7% | +35.0% | +10.2% |
| 1Y | +12.5% | -32.9% | +45.5% | +12.6% |
| 3Y | +59.3% | +39.6% | +19.6% | +56.9% |
| 5Y | +173.9% | -54.6% | +228.5% | +170.9% |
| All | +175.8% | -19.0% | +194.8% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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