+114.5%
AXP vs PGR
+155.8%
-41.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.7% |
| 30D | -5.0% | +0.7% | -5.8% | -5.3% |
| 3M | +1.4% | +7.7% | -6.4% | -1.7% |
| 6M | +6.0% | +4.3% | +1.7% | +3.7% |
| YTD | -12.3% | +0.7% | -13.0% | -13.4% |
| 1Y | +0.3% | -5.7% | +5.9% | +1.0% |
| 3Y | +111.7% | +73.7% | +38.0% | +69.9% |
| 5Y | +114.5% | +158.4% | -43.9% | +42.6% |
| All | +114.5% | +155.8% | -41.2% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling