+42,489.9%
PGR vs EXPD
+30,859.1%
+11,630.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +0.1% | -1.1% | +1.3% | +0.4% |
| 30D | +2.9% | +4.1% | -1.2% | +2.0% |
| 3M | +12.1% | +17.9% | -5.8% | +7.9% |
| 6M | +3.7% | +29.2% | -25.6% | -2.4% |
| YTD | +2.4% | +27.4% | -25.0% | -3.8% |
| 1Y | -6.4% | +56.8% | -63.2% | -16.1% |
| 3Y | +76.8% | +68.0% | +8.8% | +54.0% |
| 5Y | +154.3% | +61.9% | +92.5% | +120.2% |
| 10Y | +790.1% | +316.0% | +474.1% | +521.0% |
| All | +42,489.9% | +30,859.1% | +11,630.8% | +19,302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling