+374.2%
PGR vs DOCU
+104.2%
+270.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.2% |
| 7D | -1.5% | -5.5% | +4.0% | -1.1% |
| 30D | +6.4% | +12.6% | -6.3% | +5.5% |
| 3M | +5.8% | +36.4% | -30.6% | +3.4% |
| 6M | +15.8% | +66.8% | -51.0% | +11.4% |
| YTD | +6.5% | +13.5% | -6.9% | +4.9% |
| 1Y | +15.7% | +11.3% | +4.4% | +14.0% |
| 3Y | +57.4% | +92.1% | -34.6% | +46.3% |
| 5Y | +165.5% | -71.0% | +236.5% | +179.7% |
| All | +374.2% | +104.2% | +270.0% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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