+13.4%
PG vs XRT
-1.7%
+15.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -0.8% | -3.2% | +2.4% | -0.3% |
| 30D | +0.8% | -4.5% | +5.3% | +1.5% |
| 3M | -1.3% | -3.1% | +1.7% | -0.9% |
| 6M | -3.8% | +4.2% | -8.1% | -4.4% |
| YTD | +3.6% | -0.1% | +3.7% | +3.5% |
| 1Y | -5.7% | -3.0% | -2.7% | -5.5% |
| 3Y | +1.6% | +41.8% | -40.2% | -4.4% |
| All | +13.4% | -1.7% | +15.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling