+13,319.3%
PGR vs DRI
+7,313.6%
+6,005.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -2.7% | -4.8% | +2.2% | -1.6% |
| 30D | +0.7% | -3.9% | +4.6% | +1.6% |
| 3M | +7.7% | +5.1% | +2.6% | +6.3% |
| 6M | +4.3% | +5.5% | -1.2% | +2.6% |
| YTD | +0.7% | +16.5% | -15.7% | -3.3% |
| 1Y | -5.7% | +2.0% | -7.6% | -6.9% |
| 3Y | +73.7% | +54.5% | +19.2% | +53.8% |
| 5Y | +158.4% | +66.6% | +91.8% | +121.2% |
| 10Y | +810.5% | +353.6% | +456.9% | +450.4% |
| All | +13,319.3% | +7,313.6% | +6,005.7% | +4,067.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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