+18.8%
PGR vs TXG
+336.9%
-318.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.0% | +13.3% | -1.2% |
| 7D | +1.3% | -28.8% | +30.1% | +0.2% |
| 30D | +10.0% | -28.0% | +38.0% | +8.9% |
| 3M | +9.6% | +22.3% | -12.7% | +10.9% |
| 6M | +18.0% | +163.8% | -145.8% | +20.7% |
| YTD | +9.0% | +256.0% | -247.0% | +10.5% |
| 1Y | +18.8% | +330.4% | -311.6% | +18.7% |
| All | +18.8% | +336.9% | -318.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling