+156.0%
PGR vs DOCS
-36.0%
+192.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.1% |
| 7D | +0.1% | -1.4% | +1.6% | +0.2% |
| 30D | +2.9% | +21.8% | -18.9% | +2.4% |
| 3M | +12.1% | +27.3% | -15.2% | +11.5% |
| 6M | +3.7% | -0.3% | +4.0% | +3.4% |
| YTD | +2.4% | -40.5% | +42.8% | +2.8% |
| 1Y | -6.4% | -61.5% | +55.2% | -5.5% |
| 3Y | +76.8% | +8.2% | +68.6% | +75.1% |
| 5Y | +154.3% | -73.4% | +227.7% | +152.7% |
| All | +156.0% | -36.0% | +192.0% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling