+73.4%
PGR vs DT
+7.2%
+66.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -0.6% | -1.6% | +1.0% | -0.5% |
| 30D | +4.9% | +3.0% | +1.9% | +4.6% |
| 3M | +7.6% | +26.5% | -18.9% | +5.4% |
| 6M | +8.3% | +35.9% | -27.7% | +5.0% |
| YTD | +1.7% | +17.8% | -16.1% | -0.4% |
| 1Y | -6.8% | +4.1% | -10.9% | -8.0% |
| 3Y | +73.4% | +5.3% | +68.1% | +71.5% |
| All | +73.4% | +7.2% | +66.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling