+820.2%
PGR vs XLRE
+109.5%
+710.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -0.6% | -1.2% | +0.6% | -0.1% |
| 30D | +4.9% | -2.4% | +7.3% | +6.1% |
| 3M | +7.6% | -2.5% | +10.1% | +8.9% |
| 6M | +8.3% | +4.0% | +4.3% | +6.2% |
| YTD | +1.7% | +9.3% | -7.5% | -2.5% |
| 1Y | -6.8% | +5.6% | -12.4% | -9.4% |
| 3Y | +73.4% | +31.3% | +42.2% | +50.2% |
| 5Y | +161.2% | +9.5% | +151.7% | +144.8% |
| 10Y | +819.5% | +89.0% | +730.5% | +546.2% |
| All | +820.2% | +109.5% | +710.6% | +516.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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