+811.9%
PGR vs FDX
+182.5%
+629.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | +4.9% | -4.5% | +9.5% | +5.7% |
| 3M | +7.6% | -7.3% | +15.0% | +8.7% |
| 6M | +8.3% | +7.5% | +0.7% | +6.3% |
| YTD | +1.7% | +35.1% | -33.4% | -4.1% |
| 1Y | -6.8% | +71.4% | -78.3% | -15.9% |
| 3Y | +73.4% | +60.8% | +12.6% | +54.5% |
| 5Y | +161.2% | +65.5% | +95.7% | +126.1% |
| All | +811.9% | +182.5% | +629.4% | +567.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling