+152.6%
XRT vs PFG
+203.0%
-50.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.4% | +1.6% |
| 7D | +2.5% | +2.3% | +0.2% | +1.4% |
| 30D | +10.3% | +7.6% | +2.7% | +6.5% |
| 3M | +2.4% | +2.5% | -0.2% | +0.8% |
| 6M | +10.0% | +16.6% | -6.6% | +1.2% |
| YTD | +9.5% | +34.1% | -24.5% | -6.3% |
| 1Y | +17.2% | +44.1% | -26.9% | -3.4% |
| 3Y | +62.0% | +86.3% | -24.3% | +16.0% |
| 5Y | -2.1% | +101.6% | -103.7% | -33.0% |
| 10Y | +152.6% | +197.9% | -45.3% | +32.1% |
| All | +152.6% | +203.0% | -50.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling