-6.7%
AXP vs PGR
+21.4%
-28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.0% |
| 7D | +4.6% | +4.1% | +0.5% | +4.3% |
| 30D | +9.7% | +10.4% | -0.7% | +9.1% |
| 3M | -3.8% | +11.4% | -15.2% | -4.3% |
| 6M | +4.8% | +17.9% | -13.1% | +3.5% |
| YTD | -9.1% | +9.8% | -18.9% | -10.3% |
| 1Y | -6.7% | +19.3% | -26.0% | -7.7% |
| All | -6.7% | +21.4% | -28.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling