+1,603.6%
PGR vs EXPE
+783.9%
+819.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | -3.4% | -8.7% | +5.2% | -2.0% |
| 30D | +1.8% | -13.6% | +15.4% | +4.2% |
| 3M | +5.9% | +26.6% | -20.7% | +1.7% |
| 6M | +4.6% | +19.9% | -15.4% | +0.9% |
| YTD | +1.1% | -1.7% | +2.8% | -0.1% |
| 1Y | -6.6% | +29.4% | -36.0% | -12.3% |
| 3Y | +74.2% | +155.7% | -81.5% | +40.8% |
| 5Y | +159.5% | +93.1% | +66.4% | +110.9% |
| 10Y | +813.4% | +162.1% | +651.4% | +535.1% |
| All | +1,603.6% | +783.9% | +819.7% | +490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling