+166.2%
PGR vs DOCS
-20.2%
+186.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +4.6% | +7.8% | -3.1% | +4.5% |
| 3M | +5.7% | +20.0% | -14.3% | +5.3% |
| 6M | +17.4% | +26.5% | -9.1% | +16.5% |
| YTD | +6.4% | -25.8% | +32.2% | +6.4% |
| 1Y | +11.5% | -39.5% | +51.0% | +11.7% |
| 3Y | +55.2% | +60.3% | -5.2% | +52.5% |
| 5Y | +166.3% | -57.0% | +223.3% | +163.4% |
| All | +166.2% | -20.2% | +186.3% | +162.8% |
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