+159.5%
PGR vs EXPD
+61.4%
+98.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | +1.8% | +6.8% | -5.0% | +1.0% |
| 3M | +5.9% | +14.9% | -9.0% | +3.9% |
| 6M | +4.6% | +34.6% | -30.0% | +0.3% |
| YTD | +1.1% | +27.7% | -26.6% | -2.6% |
| 1Y | -6.6% | +57.7% | -64.2% | -13.0% |
| 3Y | +74.2% | +70.9% | +3.3% | +57.9% |
| 5Y | +159.5% | +59.5% | +100.0% | +130.6% |
| All | +159.5% | +61.4% | +98.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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