+1,884.6%
XEL vs PGR
+42,507.8%
-40,623.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -3.9% | +4.9% | -8.9% | -5.0% |
| 3M | -2.8% | +7.6% | -10.5% | -4.6% |
| 6M | -5.4% | +8.3% | -13.6% | -7.3% |
| YTD | +3.8% | +1.7% | +2.0% | +2.8% |
| 1Y | +6.8% | -6.8% | +13.7% | +7.7% |
| 3Y | +45.6% | +73.4% | -27.9% | +28.1% |
| 5Y | +30.7% | +161.2% | -130.5% | +4.4% |
| 10Y | +151.7% | +819.5% | -667.8% | +56.6% |
| All | +1,884.6% | +42,507.8% | -40,623.2% | +649.1% |
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