+362.0%
PG vs XRT
+501.1%
-139.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -0.1% | -5.6% | +5.5% | +1.3% |
| 3M | +1.1% | +2.5% | -1.5% | +0.4% |
| 6M | -3.8% | +3.7% | -7.5% | -4.8% |
| YTD | +3.8% | +1.0% | +2.9% | +3.3% |
| 1Y | -5.8% | -1.2% | -4.6% | -5.9% |
| 3Y | +3.0% | +43.4% | -40.3% | -8.1% |
| 5Y | +14.5% | -0.7% | +15.2% | +10.2% |
| 10Y | +117.8% | +123.7% | -5.9% | +52.1% |
| All | +362.0% | +501.1% | -139.1% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling