+124.8%
XRT vs PFG
+239.8%
-114.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -2.4% | +3.2% | -5.6% | -4.1% |
| 30D | -6.9% | +0.9% | -7.9% | -7.6% |
| 3M | -0.4% | +7.7% | -8.1% | -4.5% |
| 6M | +2.2% | +29.0% | -26.7% | -10.6% |
| YTD | -0.7% | +32.5% | -33.1% | -14.5% |
| 1Y | -2.0% | +47.3% | -49.3% | -20.2% |
| 3Y | +41.0% | +68.2% | -27.2% | +6.3% |
| 5Y | -3.3% | +108.5% | -111.8% | -34.8% |
| 10Y | +124.8% | +241.4% | -116.5% | +8.4% |
| All | +124.8% | +239.8% | -114.9% | +8.4% |
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