+152.0%
PGR vs DOCS
-41.2%
+193.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -2.7% | -8.1% | +5.4% | -2.5% |
| 30D | +0.7% | -5.6% | +6.3% | +0.8% |
| 3M | +7.7% | +18.3% | -10.6% | +7.3% |
| 6M | +4.3% | -5.1% | +9.4% | +4.1% |
| YTD | +0.7% | -45.4% | +46.1% | +1.3% |
| 1Y | -5.7% | -65.2% | +59.5% | -4.6% |
| 3Y | +73.7% | +6.6% | +67.0% | +72.1% |
| 5Y | +158.4% | -76.1% | +234.5% | +157.1% |
| All | +152.0% | -41.2% | +193.2% | +150.4% |
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