+12,398.0%
PGR vs DVA
+5,124.5%
+7,273.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +4.9% | 0.0% | +4.9% | +4.9% |
| 3M | +7.6% | -10.9% | +18.6% | +9.0% |
| 6M | +8.3% | +17.3% | -9.0% | +5.1% |
| YTD | +1.7% | +59.8% | -58.1% | -5.7% |
| 1Y | -6.8% | +36.3% | -43.1% | -11.8% |
| 3Y | +73.4% | +88.6% | -15.2% | +54.8% |
| 5Y | +161.2% | +47.5% | +113.7% | +136.4% |
| 10Y | +819.5% | +185.2% | +634.2% | +643.5% |
| All | +12,398.0% | +5,124.5% | +7,273.5% | +8,340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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