+1,523.8%
PGR vs XHB
+161.2%
+1,362.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -0.6% | -4.6% | +4.0% | +1.3% |
| 30D | +4.9% | -9.1% | +14.1% | +8.9% |
| 3M | +7.6% | -8.6% | +16.2% | +10.9% |
| 6M | +8.3% | -4.0% | +12.3% | +8.4% |
| YTD | +1.7% | -3.9% | +5.7% | +1.5% |
| 1Y | -6.8% | -16.5% | +9.6% | -1.9% |
| 3Y | +73.4% | +22.6% | +50.9% | +48.5% |
| 5Y | +161.2% | +33.9% | +127.3% | +108.1% |
| 10Y | +819.5% | +213.0% | +606.5% | +370.5% |
| All | +1,523.8% | +161.2% | +1,362.6% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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