+158.8%
PGR vs EXPE
+92.3%
+66.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.6% |
| 7D | -0.6% | -5.8% | +5.2% | -0.3% |
| 30D | +4.9% | -13.6% | +18.6% | +5.9% |
| 3M | +7.6% | +25.2% | -17.5% | +6.3% |
| 6M | +8.3% | +22.3% | -14.1% | +6.9% |
| YTD | +1.7% | -0.3% | +2.0% | +1.3% |
| 1Y | -6.8% | +27.8% | -34.7% | -8.7% |
| 3Y | +73.4% | +162.4% | -89.0% | +62.0% |
| All | +158.8% | +92.3% | +66.4% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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