+528.0%
XRT vs PFG
+287.8%
+240.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | +7.9% | +2.0% | +5.9% | +7.3% |
| 3M | -0.2% | -3.2% | +3.0% | +0.8% |
| 6M | +5.6% | +10.9% | -5.4% | +1.5% |
| YTD | +5.7% | +28.8% | -23.2% | -3.7% |
| 1Y | +14.6% | +39.2% | -24.6% | +1.7% |
| 3Y | +50.7% | +75.0% | -24.4% | +23.0% |
| 5Y | -4.8% | +91.9% | -96.8% | -24.8% |
| 10Y | +152.6% | +202.3% | -49.7% | +64.7% |
| All | +528.0% | +287.8% | +240.3% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling