+4.3%
PGR vs FDX
+9.5%
-5.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.1% |
| 7D | -2.7% | -2.3% | -0.3% | -2.8% |
| 30D | +0.7% | -4.9% | +5.6% | +0.3% |
| 3M | +7.7% | -6.5% | +14.2% | +7.5% |
| 6M | +4.3% | +6.7% | -2.4% | +4.1% |
| All | +4.3% | +9.5% | -5.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling