+158.8%
PGR vs EXE
+97.7%
+61.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | +4.9% | -0.9% | +5.9% | +5.1% |
| 3M | +7.6% | +9.6% | -1.9% | +6.2% |
| 6M | +8.3% | -11.6% | +19.9% | +9.9% |
| YTD | +1.7% | -12.6% | +14.3% | +3.2% |
| 1Y | -6.8% | +1.2% | -8.0% | -7.9% |
| 3Y | +73.4% | +18.0% | +55.4% | +66.9% |
| All | +158.8% | +97.7% | +61.1% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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