+1,504.0%
PGR vs XRT
+486.5%
+1,017.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -3.4% | -3.6% | +0.1% | -1.9% |
| 30D | +1.8% | -6.7% | +8.5% | +4.9% |
| 3M | +5.9% | -1.4% | +7.3% | +6.3% |
| 6M | +4.6% | +1.7% | +2.9% | +3.1% |
| YTD | +1.1% | -1.5% | +2.5% | +0.8% |
| 1Y | -6.6% | -2.5% | -4.1% | -6.8% |
| 3Y | +74.2% | +39.9% | +34.3% | +41.7% |
| 5Y | +159.5% | -2.6% | +162.1% | +140.6% |
| 10Y | +813.4% | +123.1% | +690.4% | +364.3% |
| All | +1,504.0% | +486.5% | +1,017.5% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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