+1,820.0%
PGR vs XYL
+456.4%
+1,363.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +4.9% | -11.9% | +16.9% | +9.0% |
| 3M | +7.6% | -1.5% | +9.2% | +7.8% |
| 6M | +8.3% | -11.9% | +20.2% | +11.8% |
| YTD | +1.7% | -20.6% | +22.3% | +7.9% |
| 1Y | -6.8% | -23.5% | +16.7% | -0.1% |
| 3Y | +73.4% | +14.9% | +58.6% | +59.0% |
| 5Y | +161.2% | -15.3% | +176.5% | +159.8% |
| 10Y | +819.5% | +148.6% | +670.9% | +525.7% |
| All | +1,820.0% | +456.4% | +1,363.6% | +969.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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