+114.9%
AXP vs PGR
+60.0%
+54.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | +3.5% | -3.6% | -0.9% |
| 30D | +4.4% | +10.5% | -6.0% | +2.2% |
| 3M | -6.4% | +12.9% | -19.4% | -8.9% |
| 6M | +4.2% | +20.4% | -16.3% | -1.0% |
| YTD | -12.4% | +10.3% | -22.6% | -14.9% |
| 1Y | -11.1% | +12.5% | -23.6% | -14.3% |
| 3Y | +114.9% | +59.3% | +55.6% | +109.4% |
| All | +114.9% | +60.0% | +54.9% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling