+158.8%
PGR vs TXT
+14.1%
+144.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | -0.6% | +2.5% | -3.1% | -1.2% |
| 30D | +4.9% | -8.9% | +13.8% | +7.2% |
| 3M | +7.6% | -13.6% | +21.2% | +11.1% |
| 6M | +8.3% | -13.1% | +21.4% | +11.3% |
| YTD | +1.7% | -7.0% | +8.7% | +2.3% |
| 1Y | -6.8% | -1.4% | -5.5% | -8.0% |
| 3Y | +73.4% | +7.0% | +66.5% | +63.3% |
| All | +158.8% | +14.1% | +144.6% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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