+228.8%
PGR vs DT
+101.6%
+127.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | +1.8% | +3.5% | -1.7% | +1.4% |
| 3M | +5.9% | +26.7% | -20.8% | +3.0% |
| 6M | +4.6% | +36.1% | -31.6% | +0.4% |
| YTD | +1.1% | +18.6% | -17.6% | -1.6% |
| 1Y | -6.6% | +7.9% | -14.5% | -8.2% |
| 3Y | +74.2% | +8.6% | +65.6% | +69.2% |
| 5Y | +159.5% | -26.7% | +186.2% | +157.7% |
| All | +228.8% | +101.6% | +127.1% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling