+906.3%
XBI vs PGR
+1,515.5%
-609.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -2.0% | +4.9% | -6.9% | -3.9% |
| 3M | +17.8% | +7.6% | +10.1% | +13.6% |
| 6M | +23.7% | +8.3% | +15.5% | +18.3% |
| YTD | +28.2% | +1.7% | +26.5% | +25.1% |
| 1Y | +64.0% | -6.8% | +70.8% | +65.0% |
| 3Y | +99.4% | +73.4% | +26.0% | +49.7% |
| 5Y | +19.3% | +161.2% | -141.9% | -27.8% |
| 10Y | +158.7% | +819.5% | -660.8% | -15.6% |
| All | +906.3% | +1,515.5% | -609.2% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling