+45.8%
XRT vs PFG
+70.7%
-25.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.8% |
| 7D | +0.8% | +5.5% | -4.7% | -2.2% |
| 30D | -4.2% | +2.4% | -6.6% | -5.5% |
| 3M | +5.1% | +13.6% | -8.5% | -2.4% |
| 6M | +2.4% | +27.9% | -25.5% | -11.2% |
| YTD | +3.2% | +35.6% | -32.4% | -13.6% |
| 1Y | +1.5% | +48.5% | -46.9% | -19.6% |
| All | +45.8% | +70.7% | -25.0% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling