+2,185.3%
PGR vs XPO
+9,727.5%
-7,542.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | -5.7% | +5.0% | -0.2% |
| 30D | +4.9% | -12.8% | +17.8% | +5.9% |
| 3M | +7.6% | -20.0% | +27.6% | +9.3% |
| 6M | +8.3% | -6.0% | +14.3% | +8.3% |
| YTD | +1.7% | +34.0% | -32.3% | -1.2% |
| 1Y | -6.8% | +35.6% | -42.4% | -9.8% |
| 3Y | +73.4% | +152.3% | -78.8% | +57.4% |
| 5Y | +161.2% | +264.4% | -103.1% | +125.9% |
| 10Y | +819.5% | +1,498.6% | -679.2% | +603.9% |
| All | +2,185.3% | +9,727.5% | -7,542.2% | +1,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling