+41,818.8%
PGR vs FDX
+4,054.5%
+37,764.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -2.7% | -2.3% | -0.3% | -2.1% |
| 30D | +0.7% | -4.9% | +5.6% | +2.0% |
| 3M | +7.7% | -6.5% | +14.2% | +9.1% |
| 6M | +4.3% | +6.7% | -2.4% | +1.6% |
| YTD | +0.7% | +33.9% | -33.1% | -7.9% |
| 1Y | -5.7% | +72.2% | -77.8% | -19.7% |
| 3Y | +73.7% | +60.2% | +13.4% | +45.5% |
| 5Y | +158.4% | +62.9% | +95.5% | +108.0% |
| 10Y | +810.5% | +178.8% | +631.7% | +483.5% |
| All | +41,818.8% | +4,054.5% | +37,764.2% | +13,381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling