-6.8%
PGR vs FDX
+76.4%
-83.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -3.3% | +2.7% | -0.8% |
| 30D | +4.9% | -4.5% | +9.5% | +4.6% |
| 3M | +7.6% | -7.3% | +15.0% | +7.4% |
| 6M | +8.3% | +7.5% | +0.7% | +8.3% |
| YTD | +1.7% | +35.1% | -33.4% | +2.1% |
| 1Y | -6.8% | +71.4% | -78.3% | -6.1% |
| All | -6.8% | +76.4% | -83.3% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling