+41,953.0%
PGR vs TXT
+2,073.6%
+39,879.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +1.8% | -10.2% | +12.0% | +4.8% |
| 3M | +5.9% | -13.3% | +19.2% | +9.8% |
| 6M | +4.6% | -14.4% | +18.9% | +8.4% |
| YTD | +1.1% | -9.1% | +10.2% | +2.7% |
| 1Y | -6.6% | -2.2% | -4.4% | -7.2% |
| 3Y | +74.2% | +5.1% | +69.1% | +67.0% |
| 5Y | +159.5% | +12.8% | +146.7% | +139.9% |
| 10Y | +813.4% | +101.4% | +712.0% | +562.7% |
| All | +41,953.0% | +2,073.6% | +39,879.4% | +13,233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling