+73.4%
PGR vs TXG
+43.8%
+29.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | +0.8% |
| 7D | -0.6% | +9.5% | -10.1% | -0.3% |
| 30D | +4.9% | +18.8% | -13.8% | +5.6% |
| 3M | +7.6% | +136.1% | -128.5% | +11.3% |
| 6M | +8.3% | +235.2% | -227.0% | +13.3% |
| YTD | +1.7% | +320.5% | -318.8% | +7.4% |
| 1Y | -6.8% | +425.2% | -432.0% | -0.7% |
| 3Y | +73.4% | +42.9% | +30.6% | +70.7% |
| All | +73.4% | +43.8% | +29.7% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling