+19.9%
XBI vs PGR
+159.7%
-139.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.6% | -0.6% | -4.0% | -4.6% |
| 30D | -2.0% | +4.9% | -6.9% | -2.6% |
| 3M | +17.8% | +7.6% | +10.1% | +16.4% |
| 6M | +23.7% | +8.3% | +15.5% | +22.0% |
| YTD | +28.2% | +1.7% | +26.5% | +27.5% |
| 1Y | +64.0% | -6.8% | +70.8% | +65.5% |
| 3Y | +99.4% | +73.4% | +26.0% | +73.1% |
| All | +19.9% | +159.7% | -139.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 5y: compounded portfolio wealth divided by compounded PGR 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…
5y analysis · Full analysis span regression · 6 months rolling