+811.9%
PGR vs XPO
+1,516.3%
-704.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | -5.7% | +5.0% | +0.1% |
| 30D | +4.9% | -12.8% | +17.8% | +6.6% |
| 3M | +7.6% | -20.0% | +27.6% | +10.3% |
| 6M | +8.3% | -6.0% | +14.3% | +8.3% |
| YTD | +1.7% | +34.0% | -32.3% | -3.2% |
| 1Y | -6.8% | +35.6% | -42.4% | -11.9% |
| 3Y | +73.4% | +152.3% | -78.8% | +45.0% |
| 5Y | +161.2% | +264.4% | -103.1% | +98.0% |
| All | +811.9% | +1,516.3% | -704.4% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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