+6,610.0%
AXP vs PGR
+42,768.2%
-36,158.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -6.5% | +2.9% | -9.5% | -8.1% |
| 3M | +4.6% | +12.1% | -7.5% | -2.4% |
| 6M | +5.4% | +3.7% | +1.8% | +1.9% |
| YTD | -11.1% | +2.4% | -13.5% | -13.9% |
| 1Y | -0.3% | -6.4% | +6.1% | +0.5% |
| 3Y | +111.6% | +76.8% | +34.8% | +50.6% |
| 5Y | +117.6% | +154.3% | -36.7% | +24.4% |
| 10Y | +474.1% | +790.1% | -315.9% | +66.8% |
| All | +6,610.0% | +42,768.2% | -36,158.2% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling